Stochastic control

DOI10.1007/978-1-4614-3128-2_11MaRDI QIDQ5259189zbMATH OpenOpenAlexFDO

Authors Jian-Qiao Sun

Publication date 26 June 2015

Published in Global Analysis of Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-3128-2_11

zbMATH Keywords

nonlinear systemsHamilton-Jacobi-Bellman (HJB) equationBellman's principle of optimalityrandom vibration analysiscell mapping methodsFokker-Planck-Kolmogorov (FPK) equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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(8)

• Stationary stochastic control for Itô processes
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• Stochastic control and principal eigenvaluet^†
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• Stochastic hybrid control
• Stochastic Control with Imperfect Models
• Stochastic control of geometric processes
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