Login / Signup
On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion.
Xiaocong Li
Yong Ren
Published in:
Int. J. Control (2023)
Keyphrases
</>
brownian motion
stochastic process
random variables
optimal control
differential equations
poisson process
heavy traffic
diffusion process
stochastic processes
heavy tailed
closed form solutions
cost function
vector valued
probability distribution
state variables
gaussian distribution
dynamic programming