Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493): Difference between revisions

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Latest revision as of 05:25, 31 July 2024

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Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
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    Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (English)
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    21 December 2022
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    state-constrained problems
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    stochastic target problems
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    jump-diffusion systems
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    partial integro-differential equations
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    viscosity solutions
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