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https://hdl.handle.net/10646/931| Title: | On a Stochastic Control Problem with Terminal State Constraints |
| Authors: | Chiyaka, Edward Tapfumaneyi |
| Keywords: | maximum principle dynamic programming stochastic control |
| Issue Date: | 31-Aug-2012 |
| 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. |
| URI: | http://hdl.handle.net/10646/931 |
| Appears in Collections: | Faculty of Science e-Theses Collection |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| CHIYAKA-MSC-THESIS.pdf | 239.21 kB | Adobe PDF |  View/Open |
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