Convex operator-theoretic methods in stochastic control

DOI10.1016/J.AUTOMATICA.2025.112274MaRDI QIDQ6980083zbMATH OpenFDO

Authors Boris Houska

Publication date 23 May 2025

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2025.112274

zbMATH Keywords

Fokker-Planck-Kolmogorov equationsHamilton-Jacobi-Bellman equationsstochastic optimal control

Mathematics Subject Classification ID

Operator-theoretic methods (93B28) Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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