Connection between an Exactly Solvable Stochastic Optimal Control Problem and a Nonlinear Reaction-Diffusion Equation - Concepedia

Concepedia

Publication | Open Access

Connection between an Exactly Solvable Stochastic Optimal Control Problem and a Nonlinear Reaction-Diffusion Equation

DOI Full Paper Access

19

Citations

16

References

2007

Year

Roger Filliger, M.‐O. Hongler, Ludwig Streit

Journal of Optimization Theory and Applications

Mathematical ProgrammingNonlinear Reaction-diffusion EquationStochastic SystemStochastic ControlStochastic Differential Equation

References

	Year	Citations

Page 1