scholarly journals An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem

2015 ◽  
Author(s):  
Georgios Aivaliotis ◽  
Alexander Yu. Veretennikov
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Continuous Time ◽  
Stochastic Control Problem ◽  
Mean Variance

A Lower Bounding Linear Programming approach to the Perimeter Patrol Stochastic Control Problem

2012 ◽  
Author(s):  
Krishnamoorthy Kalyanam ◽  
Swaroop Darbha ◽  
Myoungkuk Park ◽  
Meir Pachter ◽  
Phil Chandler ◽  
...  
Keyword(s):  
Linear Programming ◽  
Control Problem ◽  
Stochastic Control ◽  
Programming Approach ◽  
Linear Programming Approach ◽  
Lower Bounding ◽  
Stochastic Control Problem
Sign in / Sign up

Export Citation Format

Share Document