Optimal control via self-generated stochasticity

DOI10.2174/1874114200903010045MaRDI QIDQ3192784zbMATH OpenOpenAlexFDO

Authors Michail Zak

Publication date 14 October 2015

Published in The Open Applied Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2174/1874114200903010045

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Applications of optimal control and differential games (49N90) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Stochastic systems in control theory (general) (93E03)

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