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IJESRT
[Alrasheed, 4(4): April, 2015] ISSN: 2277-9655 Scientific Journal Impact Factor: (ISRA), Impact Factor: http: // International Journal of Engineering Sciences & Research Technology [134] IJESRT INTERNATIONAL JOURNAL OF ENGINEERING SCIENCES & RESEARCH TECHNOLOGY THE FINANCIAL APPLICATIONS OF RANDOM CONTROL PROBLEM IN CONTINUOUS TIME Entisar Alrasheed*,Ismail elsanousi, * University of Bahri- College of Applied and Industrial Sciences Alneelain university , Albaha university Department of mathematics Alneelain university Department of mathematics ABSTRACT The aim of the present paper is to find the value function and optimal control for controlled problem described by continuous time model KEYWORDS: control problem, value function, random differential equation.
[Alrasheed, 4(4): April, 2015] ISSN: 2277-9655 Scientific Journal Impact Factor: 3.449 (ISRA), Impact Factor: 2.114 http: // www.ijesrt.com © International Journal ...
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