A stochastic optimal control problem with feedback inputs

DOI10.1080/00207179.2020.1806360zbMath1485.93622OpenAlexW3047748938MaRDI QIDQ5068988

Ştefana-Lucia Aniţa

Publication date: 7 April 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2020.1806360

zbMATH Keywords

optimal controlstochastic differential equationweak solutionfeedback controloptimal control problemKolmogorov equation

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20)

Related Items (1)

Optimal control for stochastic differential equations and related Kolmogorov equations

Cites Work

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• Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection
• An Adaptive Precision Gradient Method for Optimal Control
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Stochastic differential equations. An introduction with applications.

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