Optimal control of diffusion processes: \infty-order variational analysis and numerical solution

arXiv2403.01945MaRDI QIDQ6524489FDOQ6524489

Authors: R. A. Chertovskih, N. Pogodaev, Maxim Staritsyn, A. Pedro Aguiar 

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20)

This page was built for publication: Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6524489)