Optimal control of stochastic differential equations via Fokker-Planck equations (Q832606)
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scientific article; zbMATH DE number 7498414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic differential equations via Fokker-Planck equations |
scientific article; zbMATH DE number 7498414 |
Statements
Optimal control of stochastic differential equations via Fokker-Planck equations (English)
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25 March 2022
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stochastic optimal control problem
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deterministic optimal control problem
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feedback control
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stochastic differential equation
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Fokker-Planck equation
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weak solution
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