| dc.contributor.author | Chiyaka, Edward Tapfumaneyi | |
| dc.date.accessioned | 2012-08-31T07:00:31Z | |
| dc.date.available | 2012-08-31T07:00:31Z | |
| dc.date.issued | 2012-08-31 | |
| dc.identifier.uri | http://hdl.handle.net/10646/931 | |
| dc.description.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. | en_ZW |
| dc.language.iso | en_ZW | en_ZW |
| dc.subject | maximum principle | en_ZW |
| dc.subject | dynamic programming | en_ZW |
| dc.subject | stochastic control | en_ZW |
| dc.title | On a Stochastic Control Problem with Terminal State Constraints | en_ZW |
| thesis.degree.advisor | Ubøe, Jan (Prof.) | |
| thesis.degree.country | Zimbabwe | en_ZW |
| thesis.degree.discipline | Mathematics | en_ZW |
| thesis.degree.faculty | Faculty of Science | en_ZW |
| thesis.degree.grantor | University of Zimbabwe | en_ZW |
| thesis.degree.grantoremail | specialcol@uzlib.uz.ac.zw | |
| thesis.degree.level | MSc | en_ZW |
| thesis.degree.name | Master of science in Mathematics | en_ZW |
| thesis.degree.thesistype | Thesis | en_ZW |
| dc.date.defense | 2005-06-30 | |
