Lagrange approach to the optimal control of diffusions
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Publication:1314870
DOI10.1007/BF00998149zbMath0794.93108MaRDI QIDQ1314870
Publication date: 14 March 1994
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
93E20: Optimal stochastic control
Related Items
Hamilton’s principle in stochastic mechanics, Solving optimal control problems by means of general Lagrange functionals, Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals, Fractional-order Legendre functions and their application to solve fractional optimal control of systems described by integro-differential equations, Optimal steering for an extended class of nonholonomic systems using Lagrange functional
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