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Stochastic recursive optimal control problem of reflected stochastic differential systems.

Xinwei Feng
Published in: Int. J. Control (2020)
Keyphrases
  • optimal control
  • optimal control problems
  • brownian motion
  • feedback control
  • control problems
  • control strategy
  • infinite horizon
  • linear quadratic
  • risk sensitive
  • stochastic control
  • dynamic programming