Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (Q933826)

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scientific article; zbMATH DE number 5304087
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    Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
    scientific article; zbMATH DE number 5304087

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      Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (English)
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      25 July 2008
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      optimal stochastic control
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      exactly solvable dynamic models
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      logarithmic transformations
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      reaction-diffusion equations
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