scientific article; zbMATH DE number 4002016
From MaRDI portal
Publication:3754546
zbMATH Open0617.93075MaRDI QIDQ3754546FDOQ3754546
Publication date: 1986
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 6108121
- A transformation approach for solving the Hamilton-Jacobi-Bellman equation in \({\mathcal H}_2\) deterministic and stochastic optimal control of affine nonlinear systems.
- A direct method for solving stochastic control problems
- Path integrals and symmetry breaking for optimal control theory
- scientific article; zbMATH DE number 3978966
Bellman equationgauge transformationGaussian integralcontrolled completely observed diffusionslogarithmic Hopf-Cole transformation
Diffusion processes (60J60) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Transformations (93B17)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3754546)