Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution

arXiv2403.01945MaRDI QIDQ6524489

R. A. Chertovskih, N. Pogodaev, A. Pedro Aguiar, Maxim Staritsyn

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20) Methods involving semicontinuity and convergence; relaxation (49J45)

This page was built for publication: Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6524489)