Optimal control of stochastic homogeneous systems

DOI10.1137/25M1783394MaRDI QIDQ7295594zbMATH OpenFDO

Authors Ying Hu, Xiao-Min Shi, Zuo Quan Xu

Publication date 14 July 2026

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1783394

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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