Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation

DOI10.4310/AJM.1997.v1.n2.a7zbMath0906.93064MaRDI QIDQ1383461

Ioannis Karatzas

Publication date: 1 February 1999

Published in: The Asian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

adaptive controlstochastic controlMonge-Ampère-type equations

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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