An optimal control problem for a system with small noise

DOI10.1016/0895-7177(90)90083-YzbMath0717.49006OpenAlexW2094487934MaRDI QIDQ2638502

Yaakov Yavin

Publication date: 1990

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(90)90083-y

zbMATH Keywords

stochastic optimal controldeterministic optimal control

Mathematics Subject Classification ID

Differential games and control (49N70) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25) Pursuit and evasion games (49N75) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Proportional navigation and the game of two cars
• Unnamed Item
• Unnamed Item

This page was built for publication: An optimal control problem for a system with small noise