Monotone Control of a Damped Oscillator Under Random Perturbations

DOI10.1093/IMAMCI/5.3.169MaRDI QIDQ4711620zbMATH OpenOpenAlexFDO

Authors M. Sun, José-Luis Menaldi

Publication date 25 June 1992

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/5.3.169

zbMATH Keywords

dynamic programmingnonlinear random oscillation

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20)

Cited in

(4)

• Singular ergodic control for multidimensional Gaussian processes
• Singular control of the drift of a Brownian system
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• Optimal control and differential games with measures

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