scientific article; zbMATH DE number 879952

zbMATH Open0845.93087MaRDI QIDQ4879009FDOQ4879009

Authors: A. N. V. Rao, chris P. Tsokos 

Publication date: 21 May 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

nonlinearstochastic differential equationoptimal feedback controlquadratic functional

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (11)

• Title not available (Why is that?)
• On almost sure optimization for stochastic control systems
• Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control
• Sufficient epsilon-optimality conditions for systems with random quantization period
• Nonlinear stochastic systems under constraints: Optimization of their control
• Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
• Strong stationarity for optimal control problems with non-smooth integral equation constraints: application to a continuous DNN
• Optimal control of a stochastic system with an exponential-of-integral performance criterion
• \(S\)-procedure for nonlinear ordinary differential equations with a stochastically distributed initial value
• Near-optimal control of stochastic recursive systems via viscosity solution
• Almost optimal policies for stochastic systems which almost satisfy conservation laws

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