Optimal control problems in differential equations concern the formulation and solution of problems where the objective is to determine a control function that optimises a given performance criterion, ...
SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 1229-1262 (34 pages) This paper is devoted to the study of finite element approximations to parabolic optimal control problems with ...
We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton–Jacobi–Bellman integro-partial differential equation in a ...
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