scientific article; zbMATH DE number 5788600

MaRDI QIDQ3589564zbMATH OpenFDO

Authors Alexander Spivak

Publication date 20 September 2010

zbMATH Keywords

perturbation theoryoptimal controlsuccessive approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Optimal feedback synthesis (49N35) Applications of variational problems to control theory (58E25)

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(9)

• Successive approximations to the optimal control of stochastic systems with after-effect. I
• Successive approximations to the optimal control of stochastic systems with after-effect. II
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