A Mini-Course on Stochastic Control

DOI10.1142/9789813276154_0004zbMath1425.93303arXiv1612.02523OpenAlexW2567954582MaRDI QIDQ5237338

Qi Lü, Zhang, X.

Publication date: 17 October 2019

Published in: Series in Contemporary Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.02523

zbMATH Keywords

stochastic controlcontrollability of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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