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Addendum to "A sparse Markov chain approximation of LQ-type stochastic control problems"
| 1. | School of Mathematics, University of Edinburgh, Edinburgh EH9 3JZ, Scotland, UK |
| 2. | Institut für Mathematik, Brandenburgische Technische Universität Cottbus-Senftenberg, Platz der Deutschen Einheit 1,03046 Cottbus, Germany |
References:
| [1] |
R. Banisch and C. Hartmann,
A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389.
doi: 10.3934/mcrf.2016007. |
show all references
References:
| [1] |
R. Banisch and C. Hartmann,
A sparse Markov chain approximation of LQ-type stochastic control problems, Math. Control Relat. Fields, 6 (2016), 363-389.
doi: 10.3934/mcrf.2016007. |
| [1] |
Ralf Banisch, Carsten Hartmann. A sparse Markov chain approximation of LQ-type stochastic control problems. Mathematical Control & Related Fields, 2016, 6 (3) : 363-389. doi: 10.3934/mcrf.2016007 |
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Eduardo Casas, Mariano Mateos, Arnd Rösch. Finite element approximation of sparse parabolic control problems. Mathematical Control & Related Fields, 2017, 7 (3) : 393-417. doi: 10.3934/mcrf.2017014 |
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Carsten Hartmann, Juan C. Latorre, Wei Zhang, Grigorios A. Pavliotis. Addendum to "Optimal control of multiscale systems using reduced-order models". Journal of Computational Dynamics, 2017, 4 (1&2) : 167-167. doi: 10.3934/jcd.2017006 |
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Olha P. Kupenko, Rosanna Manzo. Shape stability of optimal control problems in coefficients for coupled system of Hammerstein type. Discrete & Continuous Dynamical Systems - B, 2015, 20 (9) : 2967-2992. doi: 10.3934/dcdsb.2015.20.2967 |
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