scientific article; zbMATH DE number 1537583

zbMATH Open0994.93067MaRDI QIDQ4518715

Svitlana Ya. Goncharova

Publication date: 1 December 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic optimal controlmartingale methodsaveraging scheme\(\varepsilon\)-optimal controlsemi-Markov risk processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

Optimal Control of Conditional Value-at-Risk in Continuous Time ⋮ Risk-averse stochastic optimal control: an efficiently computable statistical upper bound ⋮ Average optimality for risk-sensitive control with general state space

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