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zbMath1197.49039MaRDI QIDQ3589564

Alexander Spivak

Publication date: 20 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control perturbation theory successive approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Applications of variational problems to control theory (58E25) Existence of optimal solutions to problems involving randomness (49J55)

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