Bifurcation and Optimal Stochastic Control.

Abstract

Two questions concerning bifuraction theory and optimal stochastic control are considered. First, in a few examples, we give the interpretation of a bifurcation in terms of optimal stochastic control. Next, we introduce the analogue of the lowest eigenvalue for the nonlinear operator associated with the Hamilton-Jacobi-Bellman equations of Optimal Stochastic Control. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1982
Accession Number
ADA116215

Entities

People

  • Pierre Louis Lions

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analogs
  • Boundaries
  • Boundary Value Problems
  • Brownian Motion
  • Cauchy Problem
  • Contracts
  • Differential Equations
  • Eigenvalues
  • Equations
  • Filtration
  • Formulas (Mathematics)
  • Integral Equations
  • Mathematics
  • Probability
  • Sequences
  • Stochastic Control
  • United States

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.