Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory*

DOI10.1080/07362999208809256zbMath0755.93084OpenAlexW2028238821MaRDI QIDQ3988924

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Publication date: 28 June 1992

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809256

zbMATH Keywords

optimal control\(\varepsilon\)-optimal controlreflecting stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Related Items (2)

On solutions of backward stochastic differential equations with jumps and applications ⋮ On the existence of stochastic optimal control of distributed state system

Cites Work

• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions
• The variational principle and stochastic optimal control
• Nonconvex minimization problems
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