Article
A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε λ - error bound for stochastic systems with application to linear quadratic problem
Samira Boukaf✉, Mokhtar Hafayed, Messaoud Ghebouli
Détails
| Langue originale | English |
|---|---|
| Revue | International Journal of Dynamics and Control |
| Volume | 5 |
| Numéro | 2 |
| Pages | 297-305 |
| Éditeur | Springer Science+Business Media |
| ISSN | 2195-268X · 2195-2698 |
| DOI | 10.1007/s40435-015-0178-x |
| Statut de publication | Publié — 19 mai 2015 |
Mots-clés
Empreinte
- Stochastic processes and financial applications
- Optimization and Variational Analysis
- Stability and Controllability of Differential Equations
- near-optimal control
- stochastic optimal control
- error bounds
- Itô stochastic differential equations
- linear quadratic control
- Ekeland's variational principle
- convex control domain
- Finance
- Computational Theory and Mathematics
- Control and Systems Engineering
- Economics, Econometrics and Finance
- Computer Science
- Engineering