Optimal control for stochastic differential equations and related Kolmogorov equations (Q2106045)

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scientific article; zbMATH DE number 7629944
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    Optimal control for stochastic differential equations and related Kolmogorov equations
    scientific article; zbMATH DE number 7629944

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      Optimal control for stochastic differential equations and related Kolmogorov equations (English)
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      8 December 2022
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      optimal control problem
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      optimal control
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      feedback control
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      stochastic differential equation
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      Kolmogorov equation
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      weak solution
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      mild solution
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