A practical variational approach to stochastic optimal control via state moment equations (Q1916929): Difference between revisions
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Property / author: Guy Jumaric / rank | |||
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Property / reviewed by: H. Pragarauskas / rank | |||
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Property / author: Guy Jumaric / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0016-0032(95)00074-7 / rank | |||
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Property / OpenAlex ID: W1965800996 / rank | |||
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Property / cites work: Q4086303 / rank | |||
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Property / cites work: Stochastic processes and filtering theory / rank | |||
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Latest revision as of 13:17, 24 May 2024
scientific article
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English | A practical variational approach to stochastic optimal control via state moment equations |
scientific article |
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A practical variational approach to stochastic optimal control via state moment equations (English)
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14 July 1996
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The author discusses the possibility to solve some stochastic optimal control problems using the solution of the corresponding deterministic problem (without noise terms), the state moment equations, and Euler-Lagrange variational methods. The approach is illustrated by examples.
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stochastic optimal control
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state moment equations
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Euler-Lagrange variational methods
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