A note on linearization techniques via occupational measures for deterministic and stochastic control
Identifieur interne : 000712 ( Main/Exploration ); précédent : 000711; suivant : 000713A note on linearization techniques via occupational measures for deterministic and stochastic control
Auteurs : Dan Goreac [France] ; Oana Silvia Serea [France]Source :
English descriptors
- mix :
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.
Url:
Affiliations:
- France
- Languedoc-Roussillon, Occitanie (région administrative)
- Montpellier
- PRES Sud de France, Université de Perpignan
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Le document en format XML
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<front><div type="abstract" xml:lang="en">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.</div>
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