A local iterative approach for solving the stochastic Hamilton-Jacobi-Bellman equation (SHJBE) arising in the stochastic control of affine nonlinear systems: A local iterative approach for solving the stochastic Hamilton-Jacobi-Bellman equation (SHJBE) arising in the stochastic control of affine nonlinear s

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Optimal control applications & methods, Vol.39(2), pp.997-1010

03/2018

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Title: A local iterative approach for solving the stochastic Hamilton-Jacobi-Bellman equation (SHJBE) arising in the stochastic control of affine nonlinear systems
Creators - without role: M.D.S. Aliyu - King Faisal University
Publication Details: Optimal control applications & methods, Vol.39(2), pp.997-1010
Identifiers: 9920265508331
Academic Unit: King Faisal University
Language: English
Resource Type: Journal article