Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (Q3919574)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work |
scientific article |
Statements
Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (English)
0 references
1981
0 references
stochastic control theory
0 references
stochastic maximum principle
0 references
transformation of Wiener measure
0 references
