Optimal control for stochastic differential equations and related Kolmogorov equations

DOI10.3934/EECT.2022023zbMATH Open1505.93279OpenAlexW4226137844WikidataQ115219083 ScholiaQ115219083MaRDI QIDQ2106045FDOQ2106045

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

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zbMATH Keywords

stochastic differential equationfeedback controloptimal controlweak solutionoptimal control problemmild solutionKolmogorov equation

Mathematics Subject Classification ID

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

Cites Work

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• A stochastic optimal control problem with feedback inputs

Cited In (13)

• Title not available (Why is that?)
• Optimal Controls for Stochastic Partial Differential Equations
• Optimal control for n-person differential stochastic inclusions
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
• Stochastic control for a class of nonlinear kernels and applications
• Title not available (Why is that?)
• Optimal control of a class of semi‐linear stochastic evolution equations with applications
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• Title not available (Why is that?)
• Numerical solutions for optimal control of stochastic Kolmogorov systems
• Title not available (Why is that?)
• Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems
• Optimal control of semilinear stochastic evolution equations

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