Connection between an Exactly Solvable Stochastic Optimal Control Problem and a Nonlinear Reaction-Diffusion Equation
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DOI: 10.1007/s10957-007-9346-2
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References listed on IDEAS
- Ruijgrok, Th.W. & Wu, Tai Tsun, 1982. "A completely solvable model of the nonlinear Boltzmann equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 113(3), pages 401-416.
- Masoliver, Jaume & Lindenberg, Katja & Weiss, George H., 1989. "A continuous-time generalization of the persistent random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 157(2), pages 891-898.
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Cited by:
- Yongxin Chen & Tryphon T. Georgiou & Michele Pavon, 2016. "On the Relation Between Optimal Transport and Schrödinger Bridges: A Stochastic Control Viewpoint," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 671-691, May.
- Aníbal Coronel & Fernando Huancas & Esperanza Lozada & Marko Rojas-Medar, 2021. "The Dubovitskii and Milyutin Methodology Applied to an Optimal Control Problem Originating in an Ecological System," Mathematics, MDPI, vol. 9(5), pages 1-17, February.
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Keywords
Optimal stochastic control; Exactly solvable dynamic models; Logarithmic transformations; Reaction-diffusion equations;All these keywords.
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