scientific article; zbMATH DE number 139510

MaRDI QIDQ4029548zbMATH OpenFDO

Authors M. Sigal-Pauchard, A. Blaquiere

Publication date 6 October 1993

zbMATH Keywords

forward parabolic equationstochastic optimal control

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Stochastic systems in control theory (general) (93E03)

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(3)

• Schrödinger processes with unbounded or singular potentials, conditional Sanov property
• Entropy control of stochastic processes described by stochastic Gompertz equation based on Fokker-Planck equation
• A stochastic control approach to reciprocal diffusion processes

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