Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle

DOI10.1007/s11071-012-0494-zzbMath1267.93183OpenAlexW2090422852MaRDI QIDQ354098

Wei-Qiu Zhu, Xudong Gu, Wei Xu

Publication date: 17 July 2013

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-012-0494-z

zbMATH Keywords

maximum principlestochastic optimal controlstochastic averagingquasi non-integrable Hamiltonian system

Mathematics Subject Classification ID

Hamilton's equations (70H05) Optimal stochastic control (93E20)

Related Items (1)

Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle

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