Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations
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Publication:1225009
zbMath0324.93045MaRDI QIDQ1225009
Publication date: 1975
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Hamilton-Jacobi theories (49L99) Numerical methods for partial differential equations, boundary value problems (65N99) Numerical methods in optimal control (49M99)
Related Items (2)
Small-parameter method for constructing approximate strategies in a class of differential games ⋮ Asymptotic solutions of some probabilistic optimal control problems
Cites Work
- Unnamed Item
- Approximate solution of Bellman's equation for a class of optimal trerminal state control problems
- Liouville theorems and stability theorems for the solutions of parabolic systems
- Stochastic Control for Small Noise Intensities
- Linear second-order partial differential equations of the parabolic type
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