scientific article; zbMATH DE number 7329815

MaRDI QIDQ5857201zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 30 March 2021

Full work available at URL http://www.math.md/publications/basm/issues/y2019-n3/13138/

zbMATH Keywords

error functiondynamic programmingBrownian motionpartial differential equationsfirst-passage time

Mathematics Subject Classification ID

Epidemiology (92D30) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 53440
• Optimal control for stochastic differential equations and related Kolmogorov equations
• Stochastic control optimal in the Kullback sense
• Optimal control problem of stochastic systems
• Optimal control of a setvalued stochastic dynamic system
• scientific article; zbMATH DE number 3978966
• Optimal control of stochastic differential equations via Fokker-Planck equations
• scientific article; zbMATH DE number 3963710
• Optimal Control of Stochastic Partial Differential Equations

Cites work

• Explicit solution for a vector-valued LQG homing problem
• General LQG homing problems in one dimension
• Optimally ending an epidemic

Cited in

(5)

• Optimal stabilization of steady-states of the genital herpes epidemic during infinite and finite time intervals
• Optimally ending an epidemic
• Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework
• On the inverse LQG homing problem
• Optimal control and the value of information for a stochastic epidemiological SIS-model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5857201)