Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics
We consider problems of optimal stabilization of controlled evolution stochastic systems in semi-Markov media and their application to financial stochastic models.
Saved in:
| Date: | 1998 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1998
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4907 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi ZhurnalBe the first to leave a comment!