Optimal control of diffusions

DOI10.1007/S00245-002-0743-5zbMATH Open1027.49021OpenAlexW2022665885MaRDI QIDQ1401587FDOQ1401587

Authors: Hector O. Fattorini 

Publication date: 18 August 2003

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-002-0743-5

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zbMATH Keywords

maximum principleoptimal controllinear parabolic equationlinear distributed parameter systemsmeasure-valued control

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Optimality conditions for problems involving partial differential equations (49K20)

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• Convex Duality Approach to the Optimal Control of Diffusions
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• Strong stability of linear parabolic time-optimal control problems
• On time-inhomogeneous controlled diffusion processes in domains
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