๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the approximation of optimal stochastic controls

โœ Scribed by U. G. Haussmann


Publisher
Springer
Year
1983
Tongue
English
Weight
646 KB
Volume
40
Category
Article
ISSN
0022-3239

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


ฯต-Optimal and Optimal Controls for the S
โœ C. Tudor ๐Ÿ“‚ Article ๐Ÿ“… 1990 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 505 KB

Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT