National Research Database of Zimbabwe

On a Stochastic Control Problem with Terminal State Constraints

Chiyaka, Edward Tapfumaneyi (2005) On a Stochastic Control Problem with Terminal State Constraints. UNSPECIFIED thesis, UNSPECIFIED.

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Abstract

In this thesis, we consider a stochastic control problem in both finite and infinite time interval, with a terminal state constraint. We consider two approaches in solving the problem i.e., the Maximum Principle and the Dynamic programming approach.

Item Type: Thesis (UNSPECIFIED)
Uncontrolled Keywords: maximum principle,dynamic programming,stochastic control
Subjects: UNSPECIFIED
Divisions: Universities > State Universities > University of Zimbabwe
Depositing User: Mr. Evans Katiyo
Date Deposited: 07 Dec 2015 00:31
Last Modified: 07 Dec 2015 00:31
URI: http://researchdatabase.ac.zw/id/eprint/1546

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