Open AccessOptimal control for stochastic differential equations and related Kolmogorov equations
Author(s) -
Ştefana-Lucia Aniţa
Publication year - 2022
Publication title -
evolution equations and control theory
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 19
eISSN - 2163-2480
pISSN - 2163-2472
DOI - 10.3934/eect.2022023
Subject(s) - optimal control , kolmogorov equations (markov jump process) , mathematics , stochastic differential equation , stochastic control , control (management) , markov chain , differential equation , maximum principle , markov process , mathematical optimization , computer science , mathematical analysis , ordinary differential equation , statistics , differential algebraic equation , artificial intelligence
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