Duality and lower bounds in optimal stochastic control (Q4311271)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Duality and lower bounds in optimal stochastic control |
scientific article; zbMATH DE number 672140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality and lower bounds in optimal stochastic control |
scientific article; zbMATH DE number 672140 |
Statements
Duality and lower bounds in optimal stochastic control (English)
0 references
26 October 1994
0 references
dual problem
0 references
optimal stochastic control
0 references
linear stochastic differential equation
0 references
0.94983906
0 references
0.9467266
0 references
0.93785155
0 references
0.9199032
0 references
0.91674435
0 references
0 references
0.91244113
0 references
