An iterative method for nonlinear stochastic optimal control based on path integrals. (English) Zbl 1359.93541
Editorial remark: No review copy delivered.
MSC:
93E20 | Optimal stochastic control |
49M20 | Numerical methods of relaxation type |
46T12 | Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds |