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stochastic control · Vinony

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EntityQ7617811· pop 6· linked from 245 articles

stochastic control

Also known as stochastic optimal control

subfield of control theory

Available in 6 languages

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via Wikidata sitelinks · CC0

Connections

Linear-quadratic-Gaussian control

discrete time and continuous time

Categories

Control theory Stochastic control Stochastic processes

Sources

wikipedia.externallinksexternallink

International Standard Book Number

Entity

digital object identifier

International Standard Serial Number

2007–2008 financial crisis

probability distribution

stochastic process

transpose matrix

Bayesian probability

Black–Scholes model

independent and identically distributed random variables

stochastic matrix

optimal control

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What links here245 pages

Malliavin calculus

independent and identically distributed random variables

percolation theory

uniform integrability

large deviations theory

Donsker's theorem

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

extreme value theory

Markov property

exchangeable random variables

artificial neural network

high-frequency trading

convergence of random variables

Geometric Brownian motion

signal processing