Stochastic Control for Small Noise Intensities

DOI10.1137/0309035MaRDI QIDQ5604151zbMATH OpenOpenAlexFDO

Authors Wendell Fleming

Publication date 1971

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0309035

Cited in

(12)

• Computational and approximate methods of optimal control
• Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations
• Computational aspects in applied stochastic control
• Risk matters: breaking certainty equivalence in linear approximations
• Risk-Averse Mitigation Decisions in an Unpredictable Climate System*
• Experiments with Tractable Feedback in Robotic Planning Under Uncertainty: Insights over a Wide Range of Noise Regimes
• scientific article; zbMATH DE number 4009429 (Why is no real title available?)
• An Approximation technique for small noise open-loop control problems
• A probabilistic approach to small noise limit for PDEs in the Wasserstein space
• A selective survey on mathematical programming in macroeconomics
• Estimation of nonlinear DSGE models through Laplace based solutions
• Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem

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