Optimal discounted linear control of the Wiener process (Q755515)
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scientific article; zbMATH DE number 3650439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal discounted linear control of the Wiener process |
scientific article; zbMATH DE number 3650439 |
Statements
Optimal discounted linear control of the Wiener process (English)
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1980
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stochastic differential equations
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discounted stochastic control
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Bellman equation
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dead zone controllers
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Wiener process
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discounted linear control
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