Optimal control of diffusion processes: $\infty$-order variational analysis and numerical solution

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chertovskih, Roman, Pogodaev, Nikolay, Staritsyn, Maxim, Aguiar, A. Pedro
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 49K20, 49J45, 93C20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.01945