Existence of solutions and optimal control for reflecting stochastic differential equations with applications to population control theory*
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Publication:3988924
DOI10.1080/07362999208809256zbMath0755.93084OpenAlexW2028238821MaRDI QIDQ3988924
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Publication date: 28 June 1992
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999208809256
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)
Related Items (2)
On solutions of backward stochastic differential equations with jumps and applications ⋮ On the existence of stochastic optimal control of distributed state system
Cites Work
- Stochastic differential equations for multi-dimensional domain with reflecting boundary
- Stochastic differential equations with reflecting boundary conditions
- The variational principle and stochastic optimal control
- Nonconvex minimization problems
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