Stochastic control modeling for the problem of random motion

DOI10.20948/MM-2025-03-08MaRDI QIDQ6980228zbMATH OpenFDO

Authors Rustem Shaĭnurovich Kal'met'ev, Yu. N. Orlov, V. Zh. Sakbaev

Publication date 22 May 2025

Published in Matematicheskoe Modelirovanie (Search for Journal in Brave)

Full work available at URL https://doi.org/10.20948/MM-2025-03-08

zbMATH Keywords

nonstationary boundary conditionsrandom coefficient of thermal conductivitystochastic differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• Basic problems in stability and design of switched systems
• Chernoff iterations as an averaging method for random affine transformations
• Feynman formulas and the law of large numbers for random one-parameter semigroups
• Hamiltonian Feynman path integrals via the Chernoff formula
• Handbook of linear equations of mathematical physics.
• scientific article; zbMATH DE number 3984189 (Why is no real title available?)
• scientific article; zbMATH DE number 3805491 (Why is no real title available?)
• LAGRANGIAN AND HAMILTONIAN FEYNMAN FORMULAE FOR SOME FELLER SEMIGROUPS AND THEIR PERTURBATIONS

This page was built for publication: Stochastic control modeling for the problem of random motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6980228)