Stochastic Control (Q5259189)

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scientific article; zbMATH DE number 6450958
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Stochastic Control
scientific article; zbMATH DE number 6450958

    Statements

    Stochastic Control (English)
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    26 June 2015
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    cell mapping methods
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    random vibration analysis
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    nonlinear systems
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    Fokker-Planck-Kolmogorov (FPK) equation
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    Hamilton-Jacobi-Bellman (HJB) equation
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    Bellman's principle of optimality
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