Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions (Q1366519)

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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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