Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control (Q2346385)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control |
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Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control (English)
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1 June 2015
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optimal control problems
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Lipschitz dissipative systems
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boundary-noise
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boundary-control
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Wiener process
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stochastic control
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stationary Hamilton-Jacobi-Bellman equation
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Kolmogorov operator
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