๐”– Bobbio Scriptorium
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Discrete-Time BSDEs with Random Terminal Horizon

โœ Scribed by Lin, Yin; Yang, Hailiang


Book ID
125480196
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
196 KB
Volume
32
Category
Article
ISSN
0736-2994

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๐Ÿ“œ SIMILAR VOLUMES


The role of terminal cost/reward in fini
โœ Gianfranco Bilardi; Augusto Ferrante ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 279 KB

The optimal control problem for time-invariant linear systems with quadratic cost is considered for arbitrary, i.e., non-necessarily positive semidefinite, terminal cost matrices. A classification of such matrices is proposed, based on the maximum horizon for which there is a finite minimum cost for