Nearly Optimal Singular Controls for Wideband Noise Driven Systems

DOI10.1137/0326034zbMath0644.93069OpenAlexW2000541672MaRDI QIDQ3787903

Harold J. Kushner, Kandethody M. Ramachandran

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326034

zbMATH Keywords

weak convergence of measurescontrolled diffusion processwideband noise systems

Mathematics Subject Classification ID

Related Items (9)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Discrete parameter singular control problem with state dependent noise and non-smooth dynamics ⋮ Linear filtering for wide band noise driven observation systems ⋮ Nearly Optimal controls for singularly perturbed wideband noise systems ⋮ Stochastic Differential Games With a Small Parameter ⋮ Convergence problems for an impulsively and singularly controlled system ⋮ Diffusion approximation for \(GI/G/1\) controlled queues ⋮ Nearly Optimal Impulsive Controls for Reflected Wideband Width Process ⋮ Derivation of a Kalman-type filter for linear systems with pointwise delay in signal noise

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