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Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation. arXiv:2402.15998

Preprint, arXiv:2402.15998 [math.OC] (2024).
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SySCoRe: synthesis via stochastic coupling relations. (English) Zbl 07807954

Proceedings of the 26th ACM international conference on hybrid systems: computation and control, HSCC 2023, part of the 16th CPS-IoT week, San Antonio, TX, USA, May 9–12, 2023. New York, NY: Association for Computing Machinery (ACM). Paper No. 13, 11 p. (2023).
MSC:  68Q45 68Q60 93C30
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