An optimal control problem for a system with small noise

DOI10.1016/0895-7177(90)90083-YzbMath0717.49006MaRDI QIDQ2638502

Yaakov Yavin

Publication date: 1990

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal control; deterministic optimal control

Mathematics Subject Classification ID

49N70: Differential games and control

93E20: Optimal stochastic control

49J15: Existence theories for optimal control problems involving ordinary differential equations

49M25: Discrete approximations in optimal control

49N75: Pursuit and evasion games

49J55: Existence of optimal solutions to problems involving randomness

Cites Work

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