Iterative schemes for certain time-dependent problems of stochastic optimal control (Q4204710)
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scientific article; zbMATH DE number 4124467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative schemes for certain time-dependent problems of stochastic optimal control |
scientific article; zbMATH DE number 4124467 |
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Iterative schemes for certain time-dependent problems of stochastic optimal control (English)
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1989
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iterative schemes
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parabolic quasi-variational inequalities
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discrete control actions (switchings)
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discretization
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