Controlled Ornstein-Uhlenbeck process with chance constraints (Q755513)
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scientific article; zbMATH DE number 3650436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled Ornstein-Uhlenbeck process with chance constraints |
scientific article; zbMATH DE number 3650436 |
Statements
Controlled Ornstein-Uhlenbeck process with chance constraints (English)
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1979
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linear stochastic differential equation
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linear feedback
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probability constraints
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necessary conditions
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time-optimal control
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