Publication:3798578

zbMath0652.93067MaRDI QIDQ3798578

Harold J. Kushner

Publication date: 1988

zbMATH Keywords

weak convergence; relaxed control; wideband noise; almost optimal control; fixed time cost criterion; time average cost criterion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C10: Nonlinear systems in control theory

93E20: Optimal stochastic control

60J60: Diffusion processes