Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions
DOI10.1109/TAC.2017.2701412zbMATH Open1390.93862OpenAlexW2611259735MaRDI QIDQ4566980
Publication date: 27 June 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2017.2701412
Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Local time and additive functionals (60J55)
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