Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework
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Publication:5031367
DOI10.1080/23324309.2021.1896552zbMath1483.49041OpenAlexW3138712150MaRDI QIDQ5031367
Jan Bartsch, Giovanni Nastasi, Alfio Borzì
Publication date: 18 February 2022
Published in: Journal of Computational and Theoretical Transport (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/23324309.2021.1896552
Monte Carlo methods (65C05) Numerical methods based on necessary conditions (49M05) Stochastic programming (90C15) Applications of statistics to physics (62P35) Linear optimal control problems (49N05)
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