Stochastic Control

DOI10.1007/978-1-4614-3128-2_11zbMath1315.93087OpenAlexW4248920771MaRDI QIDQ5259189

Jian-Qiao Sun

Publication date: 26 June 2015

Published in: Global Analysis of Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-3128-2_11

zbMATH Keywords

nonlinear systemsHamilton-Jacobi-Bellman (HJB) equationBellman's principle of optimalitycell mapping methodsrandom vibration analysisFokker-Planck-Kolmogorov (FPK) equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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