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Please use this identifier to cite or link to this item: https://hdl.handle.net/10646/931
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dc.contributor.authorChiyaka, Edward Tapfumaneyi-
dc.date.accessioned2012-08-31T07:00:31Z-
dc.date.available2012-08-31T07:00:31Z-
dc.date.issued2012-08-31-
dc.identifier.urihttp://hdl.handle.net/10646/931-
dc.description.abstractIn 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.en_ZW
dc.language.isoen_ZWen_ZW
dc.subjectmaximum principleen_ZW
dc.subjectdynamic programmingen_ZW
dc.subjectstochastic controlen_ZW
dc.titleOn a Stochastic Control Problem with Terminal State Constraintsen_ZW
thesis.degree.advisorUbøe, Jan (Prof.)-
thesis.degree.countryZimbabween_ZW
thesis.degree.disciplineMathematicsen_ZW
thesis.degree.facultyFaculty of Scienceen_ZW
thesis.degree.grantorUniversity of Zimbabween_ZW
thesis.degree.grantoremailspecialcol@uzlib.uz.ac.zw
thesis.degree.levelMScen_ZW
thesis.degree.nameMaster of science in Mathematicsen_ZW
thesis.degree.thesistypeThesisen_ZW
dc.date.defense2005-06-30-
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