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On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process (Q6558783)

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scientific article; zbMATH DE number 7868537
Language Label Description Also known as
English
On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 7868537

    Statements

    title
    On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process (English)
    0 references
    author
    E. S. Palamarchuk
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    publication date
    21 June 2024
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    zbMATH Keywords
    linear stochastic controller
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    tracking
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    exponential Ornstein-Uhlenbeck process
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    discounting
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    Identifiers

    Mathematics Subject Classification ID
    49N10
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    49N05
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    93E20
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    zbMATH DE Number
    7868537
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