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Stochastic Optimal Control

Descipline Stochastic Optimal Control
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 0
Semester 0
Description The course includes elements of stochastic analysis, controlled stochastic differential equations, classical and viscosity solutions to Hamilton-Jacobi-Bellman equations, optimal stopping problems.
Teachers Georgiy Shevchenko
Department of Probability, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Phone:
+380442590392,
e-mail: zhoraster@gmail.com
Author: admin