Optimal Stochastic control theory and its’ application to Landmark University Development ventures and investment model

Oladejo, N. K. and Okoro1, O. J. and Oluwayemi, M. O. and Bukari, H. I. (2017) Optimal Stochastic control theory and its’ application to Landmark University Development ventures and investment model. IOSR Journal of Mathematics (IOSR-JM), 13 (5). pp. 24-31. ISSN e-ISSN: 2278-5728, p-ISSN: 2319-765X

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Abstract

This paper deal with optimal stochastic control theory and its’ application to Landmark University Development ventures and investments model. Here Stochastic Differential Equations (SDE) is considered as an ordinary differential equations (ODE) driven by white noise and we justified the connection between the Ito’s integral and white noise in the case of non-random integrands interpreted as cost functions.

Item Type: Article
Subjects: Q Science > QA Mathematics
Depositing User: ELDER OGUNTAYO SUNDAY ADEBISI
Date Deposited: 26 Nov 2018 09:57
Last Modified: 26 Nov 2018 09:57
URI: https://eprints.lmu.edu.ng/id/eprint/1361

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