๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Generalized solution in singular stochastic control: The nondegenerate problem

โœ Scribed by Hang Zhu


Publisher
Springer
Year
1992
Tongue
English
Weight
858 KB
Volume
25
Category
Article
ISSN
0095-4616

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Solution of the Stochastic control probl
โœ Prentiss Robinson; John Moore ๐Ÿ“‚ Article ๐Ÿ“… 1973 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 541 KB

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing