Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations

DOI10.1007/S00245-012-9164-2MaRDI QIDQ442570zbMATH OpenOpenAlexFDO

Authors Harold J. Kushner

Publication date 1 August 2012

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-012-9164-2

zbMATH Keywords

nonlinear stochastic delay equationsnumerical methodsoptimal stochastic controltransportation equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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• Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
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Cites work

• Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 53999 (Why is no real title available?)
• Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays
• Numerical methods for controlled stochastic delay systems
• Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control
• The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach

Cited in

(1)

• Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations

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