Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations

MaRDI QIDQ1225009zbMATH OpenFDO

Authors Alexander S. Bratus

Publication date 1975

Published in Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49L99) Numerical methods in optimal control (49M99) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Numerical methods for partial differential equations, boundary value problems (65N99)

Cites work

• Approximate solution of Bellman's equation for a class of optimal trerminal state control problems
• scientific article; zbMATH DE number 3209641 (Why is no real title available?)
• Linear second-order partial differential equations of the parabolic type
• Liouville theorems and stability theorems for the solutions of parabolic systems
• Stochastic Control for Small Noise Intensities

Cited in

(2)

• Small-parameter method for constructing approximate strategies in a class of differential games
• Asymptotic solutions of some probabilistic optimal control problems

This page was built for publication: Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1225009)