Stochastic optimal control of a two-dimensional dynamical system

dc.contributor.author	LEFEBVRE, Mario
dc.date.accessioned	2019-11-02T09:01:58Z
dc.date.available	2019-11-02T09:01:58Z
dc.date.issued	2019
dc.identifier.citation	LEFEBVRE, Mario. Stochastic optimal control of a two-dimensional dynamical system. In: Electronics, Communications and Computing: extended abstracts of the 10th Intern. Conf.: the 55th anniversary of Technical University of Moldova, Chişinău, October 23-26, 2019. Chişinău, 2019, p. 38. ISBN 978-9975-108-84-3.	en_US
dc.identifier.isbn	978-9975-108-84-3
dc.identifier.uri	http://repository.utm.md/handle/5014/5877
dc.description	Abstract	en_US
dc.description.abstract	In this paper, exact and explicit solutions will be found in particular cases by making use of the method of similarity solutions to solve the partial differential equation satisfied by the value function.	en_US
dc.language.iso	en	en_US
dc.publisher	Tehnica UTM	en_US
dc.rights	Attribution-NonCommercial-NoDerivs 3.0 United States	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/us/	*
dc.subject	dynamic programming	en_US
dc.subject	first-passage time	en_US
dc.subject	partial differential equations	en_US
dc.title	Stochastic optimal control of a two-dimensional dynamical system	en_US
dc.type	Article	en_US