A numerical technique for small-noise stochastic control problems
- 1 January 1974
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 13 (1) , 74-93
- https://doi.org/10.1007/bf00935610
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Weak Solutions of a Partial Differential Equation of Dynamic ProgrammingSIAM Journal on Control, 1971
- Stochastic Control for Small Noise IntensitiesSIAM Journal on Control, 1971
- Optimal bang-bang control of linear stochastic systems with a small noise parameterIEEE Transactions on Automatic Control, 1967
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960