Optimal control problems in differential equations concern the formulation and solution of problems where the objective is to determine a control function that optimises a given performance criterion, ...
VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLS
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting ...
Optimal control theory for differential equations is a pivotal discipline that combines rigorous mathematical analysis with practical applications in engineering, economics, and the natural sciences.
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