Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/19M1294423
Reference8 articles.
1. The Neumann Problem on Unbounded Domains of ℝdand Stochastic Variational Inequalities
2. The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
3. ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
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