Gaussian estimates on networks with applications to optimal control

DOI10.3934/nhm.2011.6.279zbMath1259.35216OpenAlexW2068536004MaRDI QIDQ1943856

Luca Di Persio, Giacomo Ziglio

Publication date: 21 March 2013

Published in: Networks and Heterogeneous Media (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/nhm.2011.6.279

zbMATH Keywords

Gaussian estimatesoptimal stochastic controlstochastic partial differential equations on networks

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Reaction-diffusion equations (35K57) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with control and optimization (35Q93) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

Related Items (5)

A maximum principle for a stochastic control problem with multiple random terminal times ⋮ Gaussian estimates on networks with dynamic stochastic boundary conditions ⋮ Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable ⋮ Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions ⋮ Stochastic reaction-diffusion equations on networks

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