Resonance Phenomena for Second-Order Stochastic Control Equations.

Patricio Felmer Alexander Quaas Boyan Sirakov

Published in: SIAM J. Math. Anal. (2010)

Keyphrases

stochastic control
hamilton jacobi bellman
queueing systems
optimal control
control problems
brownian motion
operations management
differential equations
higher order
finite difference
high order
mathematical model
partial differential equations
closed form solutions