A numerical technique for small-noise stochastic control problems
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Publication:2558848
DOI10.1007/BF00935610zbMath0255.93029MaRDI QIDQ2558848
Publication date: 1974
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items
Computational and approximate methods of optimal control, Gradient method for computing optimal controls for stochastic differential equations, Singular perturbations and order reduction in control theory - an overview, Computation of optimal controls for a nonlinear stochastic third-order system, On the limiting behavior of Burger's equation
Cites Work
- On the theory of optimal control. An asymptotic method for solving the diffusive alternative equation
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Stochastic Control for Small Noise Intensities
- Weak Solutions of a Partial Differential Equation of Dynamic Programming
