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zbMath0485.93075MaRDI QIDQ3946058

A. V. Balakrishnan

Publication date: 1980

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

zbMATH Keywords

bounded control white noise model quadratic performance index one-dimensional stochastic optimal control problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Sample path properties (60G17) Existence of optimal solutions to problems involving randomness (49J55) Model systems in control theory (93C99)

Related Items (1)

Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise

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