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

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Calixto, Anderson O., da Costa, Bernardo Freitas Paulo, Valle, Glauco
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2508.04809