Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
type: Item
instance of: scholarly article
title: Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions
zbMATH Open document ID: 0887.93073
DOI: 10.1016/0016-0032(96)00036-1
published in: Journal of the Franklin Institute
publication date: 1998-06-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1060104
zbMATH Keywords: large noise
zbMATH Keywords: nonlinear stochastic systems
zbMATH Keywords: powers of Gaussian white noise
zbMATH Keywords: Fokker-Planck-Kolmogorov equation
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: moment equations
author: Guy Jumarie
MaRDI profile type: Publication
full work available at URL: 0016-0032(96)00036-1
OpenAlex ID: W1965283851
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description: scientific article; zbMATH DE number 1060104