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Time-symmetric optimal stochastic control problems in space-time domains - MaRDI portal

Time-symmetric optimal stochastic control problems in space-time domains (Q5044099)

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scientific article; zbMATH DE number 7606167
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English
Time-symmetric optimal stochastic control problems in space-time domains
scientific article; zbMATH DE number 7606167

    Statements

    title
    Time-symmetric optimal stochastic control problems in space-time domains (English)
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    published in
    Optimization
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    publication date
    24 October 2022
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    zbMATH Keywords
    Bernstein processes on random time intervals
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    stochastic optimal control
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    hidden diffusions
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    free boundary PDEs
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    cites work
    Q4752882
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    Q4482179
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    Q4888888
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    Reciprocal processes
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    Q4511133
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    Q4197141
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    Q5552132
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    Q4386544
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    Q3378055
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    Q5462452
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    Q5429735
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    35R35
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    93E20
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    zbMATH DE Number
    7606167
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    OpenAlex ID
    W3039942548
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