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scientific article; zbMATH DE number 3999813 - MaRDI portal

scientific article; zbMATH DE number 3999813

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Publication:4726158

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zbMath0616.93075MaRDI QIDQ4726158

Wilfried Grecksch

Publication date: 1985

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

zbMATH Keywords

small nonlinearities parabolic Itô equation \(\epsilon \)-optimal feedback control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems involving randomness (49K45)

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