Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems

DOI10.1134/S0005117907060094zbMath1142.93038MaRDI QIDQ926657

A. P. Ivanova, José Luis Menaldi, Alexander S. Bratus', Daniil V. Iourtchenko

Publication date: 20 May 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

linear oscillatorHamilton-Jacobi-Bellmann equationGaussian and Poisson random actions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control of mechanical systems (70Q05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Optimal bounded noisy feedback control for damping random vibrations

Uses Software

• QDES

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