Optimization of stochastic jump diffusion systems nonlinear in the control
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Publication:2096165
DOI10.1134/S0005117922090077zbMath1501.93163MaRDI QIDQ2096165
Publication date: 16 November 2022
Published in: Automation and Remote Control (Search for Journal in Brave)
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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Cites Work
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