On the Equiprobable Strictly Non-Volterra Quadratic Stochastic Operators
Sign Up to like & getrecommendations! Published in 2017 at "Qualitative Theory of Dynamical Systems"
DOI: 10.1007/s12346-016-0209-9
Abstract: In this paper we consider an equiprobable strictly non-Volterra quadratic stochastic operator defined on a finite-dimensional simplex. We show that such an operator has a unique fixed point, which is an attracting fixed point. Furthermore,… read more here.
Keywords: strictly non; equiprobable strictly; non volterra; quadratic stochastic ... See more keywords
A direct approach to linear-quadratic stochastic control
Sign Up to like & getrecommendations! Published in 2017 at "Opuscula Mathematica"
DOI: 10.7494/opmath.2017.37.6.821
Abstract: A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic differential equations… read more here.
Keywords: stochastic control; quadratic stochastic; direct approach; linear quadratic ... See more keywords