Numerical solution of some optimal control problems

DOI10.1080/07362999608809428MaRDI QIDQ4882953zbMATH OpenOpenAlexFDO

Authors V. B. Kolmanovskii, Leonid Shaikhet

Publication date 5 August 1996

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999608809428

zbMATH Keywords

Wiener processrigid bodytime optimal controlBellman functionsmathematical pendulum

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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