Connection between an Exactly Solvable Stochastic Optimal...

Journal of Optimization Theory and Applications 2008 / 06 Vol. 137; Iss. 3

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

R. Filliger, M.-O. Hongler, L. Streit
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Volume:
137
Language:
english
Pages:
9
DOI:
10.1007/s10957-007-9346-2
Date:
June, 2008
File:
PDF, 320 KB
english, 2008
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