Stochastic Optimal Control and Random Burgers Equation
Presenter
March 29, 2007
Keywords:
- dynamical systems
- stochastic analysis
- control theory
- random Burgers' equation
- random Hamilton-Jacobi equation
- convergence to viscosity solution
MSC:
- 35Q93
- 35-xx
- 60-xx
- 60Jxx
- 60Hxx
- 93-xx
- 93Exx
- 35L65
- 37H10
- 37D99
- 37Hxx
- 37-xx
- 49Lxx
- 49L25