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

Bellman's principle of optimalitycell mapping methodsFokker-Planck-Kolmogorov (FPK) equationHamilton-Jacobi-Bellman (HJB) equationnonlinear systemsrandom vibration analysis

Mathematics Subject Classification ID

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

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(8)

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

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