scientific article; zbMATH DE number 4003580

MaRDI QIDQ3754935zbMATHFDO

Authors Pao-Liu Chow, José-Luis Menaldi

Publication date 1986

zbMATH Keywords

convergencemaximum principledifferential inequalitiesvariational inequalitiesrandom noisecontrol probleminitial approximationfinite- difference approximationsminimum cost functionaverage cost functiondamped random linear oscillator

Mathematics Subject Classification ID

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

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(6)

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