Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise (Q5494878)
From MaRDI portal
scientific article; zbMATH DE number 6323020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise |
scientific article; zbMATH DE number 6323020 |
Statements
Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise (English)
0 references
30 July 2014
0 references
singular stochastic control
0 references
wide-band noise driven systems
0 references
optimal stochastic control
0 references
approximation of stochastic systems
0 references
