Optimal control of stochastic differential equations via Fokker-Planck equations (Q832606)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic differential equations via Fokker-Planck equations |
scientific article |
Statements
Optimal control of stochastic differential equations via Fokker-Planck equations (English)
0 references
25 March 2022
0 references
stochastic optimal control problem
0 references
deterministic optimal control problem
0 references
feedback control
0 references
stochastic differential equation
0 references
Fokker-Planck equation
0 references
weak solution
0 references
0 references
0 references
0 references
