scientific article; zbMATH DE number 1786293

MaRDI QIDQ4547601zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 21 August 2002

zbMATH Keywords

dynamic programming equationKolmogorov backward equationstochastic optimal controltwo-dimensional diffusion process

Mathematics Subject Classification ID

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

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Cited in

(7)

• Adaptive control of a diffusion to a goal and a parabolic Monge-Ampère-type equation
• Mayer control problem with probabilistic uncertainty on initial positions
• Probability-constrained analysis, filtering and control
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• Optimal control by searching a two-dimensional diffusion process of special type
• Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems
• Recursive methods in probability control

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