most citedOptimal control of diffusion processes: -order variational analysis and numerical solution

5 citations · 5 across the 1 of their papers we have counts for

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math.OC2024★ 5 cited

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

Roman Chertovskih, Nikolay Pogodaev, Maxim Staritsyn +1

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation i…