Optimal and Suboptimal Control of a Standard Brownian Motion (Q4971676)
From MaRDI portal
scientific article; zbMATH DE number 7259408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and Suboptimal Control of a Standard Brownian Motion |
scientific article; zbMATH DE number 7259408 |
Statements
Optimal and Suboptimal Control of a Standard Brownian Motion (English)
0 references
12 October 2020
0 references
stochastic control
0 references
Wiener process
0 references
best linear control
0 references
