Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (Q1366519)
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English | Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions |
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Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (English)
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1 June 1998
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large noise
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nonlinear stochastic systems
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powers of Gaussian white noise
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Fokker-Planck-Kolmogorov equation
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stochastic optimal control
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moment equations
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