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    On a Stochastic Control Problem with Terminal State Constraints

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    CHIYAKA-MSC-THESIS.pdf (239.2Kb)
    Date
    2012-08-31
    Author
    Chiyaka, Edward Tapfumaneyi
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    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
    Subject
    maximum principle
    dynamic programming
    stochastic control
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    • Faculty of Science e-Theses Collection [257]

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