Gaussian approximation when optimizing a control in a stochastic nonlinear system (Q1842688)

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scientific article; zbMATH DE number 750923
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Gaussian approximation when optimizing a control in a stochastic nonlinear system
scientific article; zbMATH DE number 750923

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    Gaussian approximation when optimizing a control in a stochastic nonlinear system (English)
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    3 March 1997
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    error analysis
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    optimal controls
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    nonlinear stochastic system
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    statistical linearization
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    Gaussian approximation
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    cost functional
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