Some topics in stochastic control

DOI10.3934/DCDSB.2010.14.1361zbMATH Open1219.93145OpenAlexW2062362758MaRDI QIDQ618953

T. E. Duncan

Publication date: 17 January 2011

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2010.14.1361

zbMATH Keywords

fractional Brownian motionstochastic optimal controlstochastic partial differential equationsergodic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Ergodic Boundary/Point Control of Stochastic Semilinear Systems

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