Application of Stochastic Differential Equation and Optimal Control for Engineering Problems
Stochastic differential equations(SDEs) is fundamental for the modeling in engineering and science. The goal of this paper is study optimal control of the solution a SDE. We consider the optimal control for risky stocks stochastic model with using of the SDE.
R. Rezaeyan "Application of Stochastic Differential Equation and Optimal Control for Engineering Problems", Advanced Materials Research, Vols. 383-390, pp. 972-975, 2012