Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation

Journal of Optimization Theory and Applications

Volumn 137, Issue 3, 2008, Pages 497-505

  Filliger, R ^a   Hongler, M O ^b   Streit, L ^a  

^a UNIVERSITY OF MADEIRA   (Portugal)

^b EPFL   (Switzerland)

Author keywords

Exactly solvable dynamic models; Logarithmic transformations; Optimal stochastic control; Reaction diffusion equations

Indexed keywords

BOLTZMANN EQUATION; DIFFUSION IN LIQUIDS; LINEAR EQUATIONS; MATHEMATICAL TRANSFORMATIONS; NONLINEAR EQUATIONS; OPTIMAL CONTROL SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS;

DYNAMICS MODELS; EVOLUTION PROCESS; EXACTLY SOLVABLE DYNAMIC MODEL; GENERALISATION; LOGARITHMIC TRANSFORMATIONS; NONLINEAR REACTION-DIFFUSION EQUATIONS; OPTIMAL STOCHASTIC CONTROL; REACTION DIFFUSION EQUATIONS; STOCHASTIC OPTIMAL CONTROL PROBLEM; TWO-STATE;

STOCHASTIC SYSTEMS;

EID: 43049179402     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-007-9346-2     Document Type: Article

References (22)