Some informal remarks are offered on the present status and future direction of stochastic control. Summary--It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated.
Bank management via stochastic optimal control
โ Scribed by Janine Mukuddem-Petersen; Mark A. Petersen
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 266 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0005-1098
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