Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional |
scientific article |
Statements
Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (English)
0 references
3 February 2023
0 references
stochastic control
0 references
symmetric cost functional
0 references
bang-bang control
0 references
Girsanov formula
0 references
HJB equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
