Improvement of stochastic neighbouring-optimal control using nonlinear Gaussian white noise terms in the Taylor expansions

DOI10.1016/0016-0032(96)00036-1MaRDI QIDQ1366519zbMATH OpenOpenAlexFDO

Authors Guy Jumarie

Publication date 1 June 1998

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0016-0032(96)00036-1

zbMATH Keywords

Fokker-Planck-Kolmogorov equationlarge noisemoment equationsnonlinear stochastic systemspowers of Gaussian white noisestochastic optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Optimal Discounted Stochastic Control for Diffusion Processes
• Oscillators submitted to squared Gaussian processes
• Stochastic models, estimation, and control. Vol. 2,3

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(2)

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