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A note on linearization techniques via occupational measures for deterministic and stochastic control

Identifieur interne : 000712 ( Main/Exploration ); précédent : 000711; suivant : 000713

A note on linearization techniques via occupational measures for deterministic and stochastic control

Auteurs : Dan Goreac [France] ; Oana Silvia Serea [France]

Source :

RBID : Hal:hal-00844826

English descriptors

Abstract

We present linearization techniques for the Mayer stochastic control problem and the L∞-control problem. These techniques proved to be very useful in dealing with deterministic and stochastic control problems.

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Affiliations:


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Le document en format XML

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