Optimal inflow control penalizing undersupply in transport systems with uncertain demands
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Publication:1982793
DOI10.1007/978-3-030-27550-1_61zbMath1469.93115arXiv1901.09653OpenAlexW2912671887MaRDI QIDQ1982793
Kerstin Lux, Ralf Korn, Simone Goettlich
Publication date: 14 September 2021
Full work available at URL: https://arxiv.org/abs/1901.09653
Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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