An Approximation technique for small noise open-loop control problems

DOI10.1002/OCA.4660020109MaRDI QIDQ3910413zbMATH OpenOpenAlexFDO

Authors Charles J. Holland

Publication date 1981

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.4660020109

zbMATH Keywords

linear-quadratic regulator problemopen-loop controlsmall noise intensities

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites work

• Gaussian Open Loop Control Problems
• Optimal Continuous-Parameter Stochastic Control
• Optimization and Control of Nonlinear Systems Using the Second Variation
• Programming under Uncertainty and Stochastic Optimal Control
• Small Noise Open Loop Control
• Stochastic Control for Small Noise Intensities
• Stochastic Optimal Control with Noisy Observations †

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