Solution of the stochastic control problem in unbounded domains
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Publication:1213855
DOI10.1016/0016-0032(73)90163-4zbMath0296.93056OpenAlexW2005661367MaRDI QIDQ1213855
John B. Moore, Prentiss Robinson
Publication date: 1973
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(73)90163-4
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)
Related Items (5)
Computational and approximate methods of optimal control ⋮ 14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems ⋮ Gradient method for computing optimal controls for stochastic differential equations ⋮ Dynamic programming, Fermat's principle and stochastic eikonal equations ⋮ Time-optimal control in the presence of Poisson impulse noise
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- Nonlinear partial differential equations in engineering
- Stochastic stability and control
- FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY
- A new method for the solution of the Cauchy problem for parabolic equations
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