Control problem on space of random variables and master equation
Work
Year: 2018
Type: article
Abstract: In this article, we study a control problem in an appropriate space of random variables; in fact, in our set up, we can consider an arbitrary Hilbert space, yet we specialize only to a Hilbert space o... more
Institutions The University of Texas at Dallas, City University of Hong Kong, Chinese University of Hong Kong
Cites: 17
Cited by: 20
Related to: 10
FWCI: 1.119
Citation percentile (by year/subfield): 86.93
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green