Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations

DOI10.1007/s00245-012-9164-2zbMath1243.93135OpenAlexW2000138972MaRDI QIDQ442570

Harold J. Kushner

Publication date: 1 August 2012

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-012-9164-2

zbMATH Keywords

numerical methodsoptimal stochastic controlnonlinear stochastic delay equationstransportation equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• Unnamed Item
• Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
• Numerical methods for controlled stochastic delay systems
• Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control
• The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
• Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $

This page was built for publication: Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations