Approximations, existence, and numerical procedures for optimal stochastic controls
From MaRDI portal
(Redirected from Publication:1845563)
Nonlinear elliptic equations (35J60) Miscellaneous topics in partial differential equations (35R99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical approximation and computational geometry (primarily algorithms) (65D99) Finite difference methods for boundary value problems involving PDEs (65N06) Optimal stochastic control (93E20)
Cites work
- Existence of Optimal Stochastic Control Laws
- scientific article; zbMATH DE number 3124312 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Mathematical programming and the control of Markov chains†
- On Filippov's Implicit Functions Lemma
- Probability limit theorems and the convergence of finite difference approximations of partial differential equations
- The existence of optimal controls
- Weak Solutions of a Partial Differential Equation of Dynamic Programming
Cited in
(7)- Computational and approximate methods of optimal control
- Computation of optimal controls for a nonlinear stochastic third-order system
- Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions
- Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes
- Approximations and computational methods for optimal stopping and stochastic impulsive control problems
- Existence results for optimal stochastic controls
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
This page was built for publication: Approximations, existence, and numerical procedures for optimal stochastic controls
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1845563)
