Optimal control for stochastic differential equations and related Kolmogorov equations

DOI10.3934/EECT.2022023MaRDI QIDQ2106045zbMATH OpenOpenAlexWikidataFDO

Authors Ştefana-Lucia Aniţa

Publication date 8 December 2022

Published in Evolution Equations and Control Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/eect.2022023

zbMATH Keywords

feedback controlKolmogorov equationmild solutionoptimal controloptimal control problemstochastic differential equationweak solution

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Existence theories for optimal control problems involving partial differential equations (49J20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20)

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Cited in

(16)

• Stochastic control for a class of nonlinear kernels and applications
• Numerical solutions for optimal control of stochastic Kolmogorov systems
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• scientific article; zbMATH DE number 4181267 (Why is no real title available?)
• Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems
• Optimal Controls for Stochastic Partial Differential Equations
• scientific article; zbMATH DE number 4059262 (Why is no real title available?)
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
• Optimal control of semilinear stochastic evolution equations
• Optimal control for n-person differential stochastic inclusions
• Optimal feedback controllers for a stochastic differential equation with reflection
• scientific article; zbMATH DE number 7360724 (Why is no real title available?)
• A stochastic optimal control problem with feedback inputs
• Optimal control of a class of semi‐linear stochastic evolution equations with applications
• scientific article; zbMATH DE number 7329815 (Why is no real title available?)
• Optimal control of stochastic differential equations via Fokker-Planck equations

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