Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation
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Publication:6631761
DOI10.1002/OCA.3139MaRDI QIDQ6631761
Ziyu Wang, Qianbao Yin, Yu Guo, Xiao-Bao Shu
Publication date: 1 November 2024
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
optimal controlviscosity solutionstochastic Hamilton-Jacobi-Bellman equationrandom impulses differential equation
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