Computation of optimal controls of a stochastic van der Pol type oscillator
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Publication:1224034
DOI10.1016/0016-0032(75)90008-3zbMath0322.93045OpenAlexW1968237732MaRDI QIDQ1224034
Yaakov Yavin, Menahem Friedman
Publication date: 1975
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0016-0032(75)90008-3
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)
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