Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
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Publication:3469019
DOI10.1137/0327029zbMath0693.93083OpenAlexW2034037680MaRDI QIDQ3469019
Publication date: 1989
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0327029
Lyapunov exponentsergodic controlrelaxed controlspathwise optimal controlapproximate nonlinear filterswide bandwith noise
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Functional limit theorems; invariance principles (60F17)
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