Optimal control of conditioned processes with feedback controls (Q2656193)

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Optimal control of conditioned processes with feedback controls
scientific article

    Statements

    title
    Optimal control of conditioned processes with feedback controls (English)
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    author
    Mathieu Laurière
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    Pierre-Louis Lions
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    Yves Achdou
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    publication date
    10 March 2021
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    zbMATH Keywords
    optimal control of conditioned process
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    optimal control driven by eigenvalue problem
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    optimality conditions
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    numerical simulations
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    describes a project that uses
    UMFPACK
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    ARPACK
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    cites work
    Q3037899
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    Algorithm 832
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    Q5471370
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    Q5189317
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    Mean field games
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    ARPACK Users' Guide
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    Q4354424
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93B52
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    93B60
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    49K20
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    zbMATH DE Number
    7319317
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    OpenAlex ID
    W3044140158
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    arXiv ID
    1912.08738
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