Optimal Markov strategies for controlled Ito processes (Q751044)
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scientific article; zbMATH DE number 4176138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Markov strategies for controlled Ito processes |
scientific article; zbMATH DE number 4176138 |
Statements
Optimal Markov strategies for controlled Ito processes (English)
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1989
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See the review in Zbl 0684.60045.
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optimal control problem
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Green measures
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Markov optimal control
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0.92101556
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0.91474944
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0.9081798
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