✦ LIBER ✦

Deterministic equivalent for a continuous-time linear-convex stochastic control problem

✍ Scribed by S. Sethi; M. I. Taksar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Solution of a class of stochastic linear

✍ C. Bes; S. Sethi 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 575 KB

A note on deterministic equivalents to s

✍ Jitka Žáčková 📂 Article 📅 1970 🏛 Springer 🌐 English ⚖ 173 KB

A note on deterministic equivalents to s

✍ Jitka Žáčková 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 267 KB

Stochastic linear quadratic adaptive con

✍ A.J. Gao; B. Pasik-Duncan 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Stochastic adaptive control for continuo

✍ H. F. Chen; T. E. Duncan; B. Pasik-Duncan 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 799 KB

Necessary conditions for optimality in a

✍ N. N. Bordunov 📂 Article 📅 1978 🏛 Springer US 🌐 English ⚖ 307 KB