Stochastic control

DOI10.1007/978-1-4614-3128-2_11zbMATH Open1315.93087OpenAlexW4248920771MaRDI QIDQ5259189FDOQ5259189

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)

Cited In (8)

• Stationary stochastic control for Itô processes
• Title not available (Why is that?)
• Stochastic control and principal eigenvaluet^†
• Title not available (Why is that?)
• Stochastic hybrid control
• Stochastic Control with Imperfect Models
• Stochastic control of geometric processes
• Title not available (Why is that?)

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