Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
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Publication:933826
DOI10.1007/s10957-007-9346-2zbMath1144.93031OpenAlexW2015387874MaRDI QIDQ933826
Ludwig Streit, Max-Olivier Hongler, Roger Filliger
Publication date: 25 July 2008
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/104537/files/FilligerHS.pdf
reaction-diffusion equationsoptimal stochastic controllogarithmic transformationsexactly solvable dynamic models
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