Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays.

Harold J. Kushner

Published in: IEEE Trans. Autom. Control. (2010)

Keyphrases

stochastic systems
numerical algorithms
conservation laws
partial differential equations
dynamic programming
multiscale
confidence intervals
objective function
state space
level set
high order
chaotic systems
nonlinear diffusion
stochastic models