Non-classical problems of optimal feedback control

DOI10.1016/j.jde.2012.04.020zbMath1244.93173WikidataQ59263923 ScholiaQ59263923MaRDI QIDQ436284

Alberto Bressan, Deling Wei

Publication date: 20 July 2012

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2012.04.020

zbMATH Keywords

optimal feedback control; necessary conditions for optimality; dependence on the probability measure

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93B52: Feedback control

93E20: Optimal stochastic control

49K45: Optimality conditions for problems involving randomness