Chiyaka, Edward Tafumaneyi (2005) On a Stochastic Control Problem with Terminal State Constraints. Masters thesis, University of Zimbabwe.
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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 (Masters) |
|---|---|
| Subjects: | Q Science > Q Science (General) Q Science > QA Mathematics |
| Depositing User: | Tim Khabala |
| Date Deposited: | 02 May 2018 13:52 |
| Last Modified: | 02 May 2018 13:52 |
| URI: | http://thesisbank.jhia.ac.ke/id/eprint/3941 |
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