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Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach - MaRDI portal

Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach

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Publication:6379762

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DOI10.1007/S00245-023-09978-0zbMath1512.49024arXiv2110.04010MaRDI QIDQ6379762

Giacomo Ascione, Giuseppe D'Onofrio

Publication date: 8 October 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55)

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