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Cited article:

Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators

M. Lauriere, Z. Li, L. Mertz, J. Wylie, S. Zuo

ESAIM: ProcS, 65 (2019) 425-444

Published online: 2019-04-02

DOI: https://doi.org/10.1051/proc/201965425

PDF (4.669 MB)

This article has been cited by the following article(s):

A Feynman–Kac formula approach for computing expectations and threshold crossing probabilities of non-smooth stochastic dynamical systems

Laurent Mertz, Georg Stadler and Jonathan Wylie
Physica D: Nonlinear Phenomena 397 25 (2019)
https://doi.org/10.1016/j.physd.2019.05.003