Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection

DOI10.1137/19M1294423zbMath1441.49032OpenAlexW3014802190WikidataQ115246908 ScholiaQ115246908MaRDI QIDQ4959837

Viorel Barbu

Publication date: 7 April 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1294423

zbMATH Keywords

sensitivitystabilityvariational inequalitiesordinary differential operatorsmonotone operatorsnonlinear operators

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal feedback synthesis (49N35) Sensitivity, stability, parametric optimization (90C31) General theory of ordinary differential operators (47E05) Duality theory (optimization) (49N15)

Related Items (5)

Optimal control of stochastic differential equations via Fokker-Planck equations ⋮ A stochastic optimal control problem with feedback inputs ⋮ Existence of Optimal Control for Nonlinear Fokker–Planck Equations in \(\boldsymbol{L^1(\mathbb{R}^d)}\). ⋮ Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces ⋮ Optimal control for stochastic differential equations and related Kolmogorov equations

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