Optimal control for stochastic differential equations and related Kolmogorov equations (Q2106045)
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scientific article; zbMATH DE number 7629944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for stochastic differential equations and related Kolmogorov equations |
scientific article; zbMATH DE number 7629944 |
Statements
Optimal control for stochastic differential equations and related Kolmogorov equations (English)
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8 December 2022
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optimal control problem
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optimal control
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feedback control
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stochastic differential equation
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Kolmogorov equation
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weak solution
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mild solution
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