scientific article; zbMATH DE number 4072281
zbMATH Open0656.65069MaRDI QIDQ3804100FDOQ3804100
Authors: C. J. Goh, Kok Lay Teo 
Publication date: 1988
Title of this publication is not available (Why is that?)
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numerical examplescontrol parametrizationstochastic optimal control problemslinear stochastic Itô equationsstochastic fixed terminal time Bolza problemstochastic minimax optimal control problemtarget hitting problem
Numerical optimization and variational techniques (65K10) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)
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- A new scalable algorithm for computational optimal control under uncertainty
- Species preservation in an optimal harvest model with random prices
- Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
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