Small-noise asymptotics of Hamilton–Jacobi–Bellman equations and bifurcations of stochastic optimal control problems
D Grass, T Kiseleva, F Wagener - Communications in Nonlinear Science …, 2015 - Elsevier
We derive small-noise approximations of the value function of stochastic optimal control
problems over an unbounded domain and use these to perform a bifurcation analysis of …
problems over an unbounded domain and use these to perform a bifurcation analysis of …
[图书][B] Structural analysis of complex ecological economic optimal control problems
T Kiseleva - 2011 - pure.uva.nl
This thesis demonstrates the importance and effectiveness of methods of bifurcation theory
applied to studying non-convex optimal control problems. It opens up a new methodological …
applied to studying non-convex optimal control problems. It opens up a new methodological …