✦ LIBER ✦

The optimal control of diffusions

✍ Scribed by Robert J. Elliott

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lagrange approach to the optimal control

✍ Peter Kosmol; Michele Pavon 📂 Article 📅 1993 🏛 Springer Netherlands 🌐 English ⚖ 990 KB

Lagrange lemma and the optimal control o

✍ Peter Kosmol; Michele Pavon 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 439 KB

The variational principle for optimal co

✍ Robert J. Elliott; Michael Kohlmann 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 311 KB

Optimal control of the multidimensional

✍ A. V. Kamyad; J. E. Rubio; D. A. Wilson 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 724 KB

Relationship Between MP and DPP for the

✍ Jing-Tao Shi; Zhen Wu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 771 KB

Sufficient Stochastic Maximum Principle

✍ N. C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 46 KB