Stochastic Optimal Control with Control-Dependent Diffusion and State Constraints: A Degenerate Elliptic Approach

MaRDI QIDQ7188064arXivFDO

Authors Anderson O. Calixto, Bernardo Freitas Paulo da Costa, Glauco Valle

Publication date 2025

Published in arXiv

arXiv classification

math.OC

This page was built for publication: Stochastic Optimal Control with Control-Dependent Diffusion and State Constraints: A Degenerate Elliptic Approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7188064)