A nonlinear stochastic optimal bounded control using stochastic maximum principle (Q2832379)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6651904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A nonlinear stochastic optimal bounded control using stochastic maximum principle |
scientific article; zbMATH DE number 6651904 |
Statements
A nonlinear stochastic optimal bounded control using stochastic maximum principle (English)
0 references
11 November 2016
0 references
bounded control
0 references
nonlinear stochastic optimal control
0 references
stochastic averaging
0 references
stochastic maximum principle
0 references
stochastic quasi-Hamiltonian system
0 references
0 references
0 references
0 references
0 references
0.920148491859436
0 references
0.906616747379303
0 references
0.9036669731140136
0 references
0.8939285278320312
0 references
0.8733590245246887
0 references