A stochastic optimal control problem with feedback inputs (Q5068988)
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scientific article; zbMATH DE number 7505154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic optimal control problem with feedback inputs |
scientific article; zbMATH DE number 7505154 |
Statements
A stochastic optimal control problem with feedback inputs (English)
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7 April 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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