By using a very simple remark on the moment equations of stochastic Markov processes, one can use the Euler-Lagrange variational approach (with Hamiltonian) to solve some stochastic optimal control problems. As an example one considers a linear-quadratic-Gaussian problem with small state dependent n
β¦ LIBER β¦
A stochastic optimal control approach to a mathematical drug administration model
β Scribed by C.C. Lim; K.L. Teo
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 438 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0895-7177
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