Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework

Autor: Giovanni Nastasi, Alfio Borzì, Jan Bartsch
Rok vydání: 2021
Předmět:
Zdroj: Journal of Computational and Theoretical Transport. 50:454-482
ISSN: 2332-4325
2332-4309
DOI: 10.1080/23324309.2021.1896552
Popis: This paper is devoted to the formulation and numerical solution by Monte Carlo (MC) methods of an optimal control problem governed by the linear space-homogeneous Keilson-Storer (KS) master equatio...
Databáze: OpenAIRE