Optimal Residence Time Control of Hamiltonian Systems Perturbed by White Noise

DOI10.1137/S0363012995291658zbMath1049.49500MaRDI QIDQ4388912

Mark I. Freidlin, James P. Dunyak

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: http://epubs.siam.org:80/sam-bin/dbq/article/29165

zbMATH Keywords

Hamiltonianstochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Functional limit theorems; invariance principles (60F17) Optimality conditions for problems involving randomness (49K45)

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