Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control
Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic and Stationary Coefficients
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients
On the existence of optimal controls for SPDEs with boundary-noise and boundary-control
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