Optimal control design for a class of quantum stochastic systems with financial applications-Reference-Cited by-同舟云学术

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Optimal control design for a class of quantum stochastic systems with financial applications

Published:2018-12 Issue: Volume:512 Page:507-522
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Yaghobipour S.,Yarahmadi M.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference47 articles.

1. Optimal control-1950-1985;Bryson;IEEE Control Syst.,1996

2. A direct method for solving stochastic control problems;Duncan;Commun. Inf. Syst.,2012

3. Adaptive Finite Element Methods for Optimal Control Problem, Thesis for the Degree of Licentiate of Engineering;Kraft,2008

4. Finite Difference Methods;Davis,2010

5. J. Betts, Partial methods for optimal control using non-linear programming, 2001, Piladelphia, PA.

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