Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (Q1366519)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions |
scientific article |
Statements
Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (English)
0 references
1 June 1998
0 references
large noise
0 references
nonlinear stochastic systems
0 references
powers of Gaussian white noise
0 references
Fokker-Planck-Kolmogorov equation
0 references
stochastic optimal control
0 references
moment equations
0 references
0 references
