Publication:3798578
From MaRDI portal
zbMath0652.93067MaRDI QIDQ3798578
Publication date: 1988
weak convergence; relaxed control; wideband noise; almost optimal control; fixed time cost criterion; time average cost criterion
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C10: Nonlinear systems in control theory
93E20: Optimal stochastic control
60J60: Diffusion processes