Optimal Control of Diffusions with Hard Terminal State Restrictions. (13th December 2012)
- Record Type:
- Journal Article
- Title:
- Optimal Control of Diffusions with Hard Terminal State Restrictions. (13th December 2012)
- Main Title:
- Optimal Control of Diffusions with Hard Terminal State Restrictions
- Authors:
- Seierstad, Atle
- Other Names:
- Bellouquid A. Academic Editor.
Du H. Academic Editor.
Zirilli F. Academic Editor. - Abstract:
- Abstract : A maximum principle is proved for certain problems of optimal control of diffusions where hard end constraints occur. The results apply to several dimensional problems, where some of the state equations involve Brownian motions, but not the equations corresponding to states being hard restricted at the terminal time.
- Is Part Of:
- ISRN applied mathematics. Volume 2012(2012)
- Journal:
- ISRN applied mathematics
- Issue:
- Volume 2012(2012)
- Issue Display:
- Volume 2012, Issue 2012 (2012)
- Year:
- 2012
- Volume:
- 2012
- Issue:
- 2012
- Issue Sort Value:
- 2012-2012-2012-0000
- Page Start:
- Page End:
- Publication Date:
- 2012-12-13
- Subjects:
- Mathematics -- Periodicals
Mathematics
Periodicals
Electronic journals
510 - Journal URLs:
- https://www.hindawi.com/journals/isrn/contents/isrn.applied.mathematics/ ↗
- DOI:
- 10.5402/2012/729490 ↗
- Languages:
- English
- ISSNs:
- 2090-5564
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 16976.xml