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Control estocástico. Una visión general

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Abstract

En este trabajo se pretende dar una visión general de la Teoría de Control Estocástico. Comenzaremos estudiando el control estocástico en tiempo continuo, en donde se formula el problema y se llega a la generalización de la ecuación de Hamilton-Jacob-Bellman para este caso, posteriormente se considera el caso de tiempo discreto, formulando el problema, revisando los casos de información completa e incompleta y estudiando el problema de estimación, como aspectos más importantes. Keywords: Control estocástico; Teoría de control. Length: 61 pages

Suggested Citation

  • Emilio Cerdá Tena, 1991. "Control estocástico. Una visión general," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 91-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
    • Handle: RePEc:ucm:doctra:91-25
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