Sparse stochastic optimal control under control-dependent diffusion and time-varying dynamics

DOI10.1007/S10883-026-09784-1MaRDI QIDQ7402803zbMATH OpenFDO

Authors Yong Wang, Lingyue Li, Haopeng Deng, Zhu Luo

Publication date 2026

Published in Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10883-026-09784-1

zbMATH Keywords

control-dependent diffusionHamilton-Jacobi-Bellman equationssparse controlstochastic optimal controlviscosity solutions

Mathematics Subject Classification ID

Hamilton-Jacobi equations in optimal control and differential games (49L12) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20)

Cites work

• Controlled Markov processes and viscosity solutions
• Foundations of modern probability
• scientific article; zbMATH DE number 4205918 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• Maximum Hands-Off Control: A Paradigm of Control Effort Minimization
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Sparse optimal stochastic control
• Sparse Packetized Predictive Control for Networked Control Over Erasure Channels
• Stochastic \(L^1\)-optimal control via forward and backward sampling
• User’s guide to viscosity solutions of second order partial differential equations

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