Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide

✍ Scribed by Christian-Oliver Ewald; Wen-Kai Wang

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 270 KB
• Volume: 61
• Category: Article
• ISSN: 0165-4896
• DOI: 10.1016/j.mathsocsci.2011.03.001