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Discretisation of continuous-time stochastic optimal control problems with delay
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Bibliographic Details
Main Author:
Fischer, Markus
(Author)
Format:
Book/Monograph
Thesis
Language:
English
Published:
2007
Subjects:
Hochschulschrift
Stochastische Differentialgleichung mit Gedächtnis
Markov-Kette mit stetiger Zeit
Stochastische optimale Kontrolle
Online Access:
Author Notes:
vorgelegt von Markus Fischer
Description
Other Versions (1)
Staff View
Description
Item Description:
Zsfassung in dt. Sprache
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