scientific article; zbMATH DE number 3918246
zbMATH Open0574.93071MaRDI QIDQ3693418FDOQ3693418
Authors: P.-L. Lions
Publication date: 1985
Title of this publication is not available (Why is that?)
Recommendations
state constraintsreflecting boundary conditionsexit problemscontrol of stochastic systemsforced state constraints
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear boundary value problems for linear elliptic equations (35J65) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)
Cited In (8)
- Stochastic optimal control of state constrained systems
- Optimal control of stochastic sequences with constraints
- A class of stochastic optimal control problems with state constraint
- Optimal control under stochastic target constraints
- Dividend optimization for jump-diffusion model with solvency constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches
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