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zbMath0618.70015MaRDI QIDQ3754935

Pao-Liu Chow, José Luis Menaldi

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum principle convergence variational inequalities differential inequalities control problem random noise initial approximation finite- difference approximations minimum cost function average cost function damped random linear oscillator

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Random vibrations in mechanics of particles and systems (70L05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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Singular control of the drift of a Brownian system

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