Publication: Stochastic control for a class of random evolution models
Program
KU-Authors
KU Authors
Co-Authors
Hongler, Max-Olivier
Streit, Ludwig
Publication Date
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Type
Embargo Status
Journal Title
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Volume Title
Alternative Title
Abstract
We construct the explicit connection existing between a solvable model of the discrete velocities non-linear Boltzmann equation and the Hamilton-Bellman-Jacobi equation associated with a simple optimal control of a piecewise deterministic process. This study extends the known relation that exists between the Burgers equation and a simple controlled diffusion problem. In both cases the resulting partial differential equations can be linearized via a logarithmic transformation and hence offer the possibility to solve physically relevant non-linear field models in full generality.
Source
Publisher
Springer-Verlag
Subject
Mathematics
Citation
Has Part
Source
Applied Mathematics and Optimization
Book Series Title
Edition
DOI
10.1007/s00245-003-0786-2