Monotone Control of a Damped Oscillator Under Random Perturbations

DOI10.1093/imamci/5.3.169zbMath0850.93883OpenAlexW2036497457MaRDI QIDQ4711620

Min Sun, José Luis Menaldi

Publication date: 25 June 1992

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/5.3.169

zbMATH Keywords

dynamic programmingnonlinear random oscillation

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20)

Related Items (4)

Optimal control and differential games with measures ⋮ A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations ⋮ Singular ergodic control for multidimensional Gaussian processes ⋮ Singular control of the drift of a Brownian system

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