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

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)

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Cited in

(16)

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

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