Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712)
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scientific article; zbMATH DE number 6082294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems |
scientific article; zbMATH DE number 6082294 |
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Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (English)
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14 September 2012
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stochastic control
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linear quadratic problems
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non-negativity control constraints
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logarithmic barrier
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stochastic minimum principle
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