Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty (Q5416375)

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scientific article; zbMATH DE number 6297004
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Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty
scientific article; zbMATH DE number 6297004

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    Robustness of non-linear stochastic optimal control for quasi-Hamiltonian systems with parametric uncertainty (English)
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    20 May 2014
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    quasi-Hamiltonian system
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    parametric uncertainty
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    non-linear stochastic optimal control
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    robustness
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    stochastic averaging method
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    stochastic dynamical programming principle
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