Stochastic optimal control -- a concise introduction
type: Item
instance of: scholarly article
title: Stochastic optimal control -- a concise introduction
published in: Mathematical Control and Related Fields
publication date: 2022-11-14T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 35D40
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7616356
zbMATH Keywords: optimal stochastic control
zbMATH Keywords: variational method
zbMATH Keywords: dynamic programming
zbMATH Keywords: Pontryagin maximum principle
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: Riccati equation
author: Jiongmin Yong
MaRDI profile type: Publication
full work available at URL: mcrf.2020027
OpenAlex ID: W3034016552
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cites work: Q4255599
DOI: 10.3934/MCRF.2020027
description: scientific article; zbMATH DE number 7616356