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Stochastic optimal control for nonlinear damped network dynamics - MaRDI portal

Stochastic optimal control for nonlinear damped network dynamics

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Publication:6390740

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arXiv2202.05114MaRDI QIDQ6390740

Thomas Schillinger, Simone Goettlich

Publication date: 10 February 2022

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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