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Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation - MaRDI portal

Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (Q933826)

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scientific article; zbMATH DE number 5304087
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English
Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
scientific article; zbMATH DE number 5304087

    Statements

    Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (English)
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    25 July 2008
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    optimal stochastic control
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    exactly solvable dynamic models
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    logarithmic transformations
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    reaction-diffusion equations
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