scientific article; zbMATH DE number 1786293

zbMATH Open1005.93051MaRDI QIDQ4547601FDOQ4547601

Authors: Mario Lefebvre 

Publication date: 21 August 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic optimal controldynamic programming equationKolmogorov backward equationtwo-dimensional diffusion process

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20)

Cited In (5)

• Mayer control problem with probabilistic uncertainty on initial positions
• Recursive methods in probability control
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• Probability-constrained analysis, filtering and control
• Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems

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