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Optimal Control Via Self-Generated Stochasticity - MaRDI portal

Optimal Control Via Self-Generated Stochasticity

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Publication:3192784

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DOI10.2174/1874114200903010045zbMath1322.49038OpenAlexW3170471420MaRDI QIDQ3192784

Michail Zak

Publication date: 14 October 2015

Published in: The Open Applied Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2174/1874114200903010045

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Applications of optimal control and differential games (49N90) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving ordinary differential equations (49K15)

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