Remarks on a controlled degenerate diffusion process

DOI10.1016/J.EJCON.2024.100986MaRDI QIDQ6545269zbMATH OpenFDO

Authors Cloud Makasu

Publication date 29 May 2024

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJCON.2024.100986

zbMATH Keywords

controlled degenerate diffusion processintegral inequalitiesLQG homing problem

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Control/observation systems governed by partial differential equations (93C20)

Recommendations

• Solving an LQG homing problem via a different uncontrolled process
• Probabilistic solution to a two-dimensional LQG homing problem
• A homing problem for diffusion processes with control-dependent variance.
• LQG homing problem with a maximin cost
• Exact and approximate solutions to LQG homing problems in one and two dimensions

Cites work

• A Priori Estimates and Unique Continuation Theorems for Second Order Parabolic Equations
• Bounds for the fundamental solution of a parabolic equation
• Controlling a two-dimensional diffusion process at most until a fixed time
• Diffusion processes with continuous coefficients, I
• EXISTENCE OF DIFFUSIONS WITH CONTINUOUS COEFFICIENTS
• Homing Problems With Control in the Diffusion Coefficient
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 3467675 (Why is no real title available?)
• scientific article; zbMATH DE number 3276802 (Why is no real title available?)
• Nash estimates and upper bounds for non-homogeneous Kolmogorov equations
• On the discrete analogues of some generalizations of Gronwall's inequality
• Some Elementary Properties of the Fundamental Solution of Parabolic Equations
• Stochastic differential equations. An introduction with applications.
• The Fundamental Solution of a Degenerate Partial Differential Equation of Parabolic Type

Cited in

(1)

• Bounds for the value function and optimal control in homing problems

This page was built for publication: Remarks on a controlled degenerate diffusion process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6545269)