Deterministic equivalent for a continuous-time linear-convex stochastic control problem
- 1 January 1990
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 64 (1) , 169-181
- https://doi.org/10.1007/bf00940030
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Solution of a class of stochastic linear-convex control problems using deterministic equivalentsJournal of Optimization Theory and Applications, 1989
- Stochastic differential equations with reflecting boundary conditionsCommunications on Pure and Applied Mathematics, 1984
- Instantaneous Control of Brownian MotionMathematics of Operations Research, 1983
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975