Asymptotic solutions of some probabilistic optimal control problems

DOI10.1016/0021-8928(77)90082-XMaRDI QIDQ1250198zbMATH OpenOpenAlexFDO

Authors Alexander S. Bratus

Publication date 1977

Published in Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-8928(77)90082-x

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99) Optimal stochastic control (93E20)

Cites work

• Approximate synthesis method fo r optimal control of a system subjected to random perturbations
• Continuity of Solutions of Parabolic and Elliptic Equations
• scientific article; zbMATH DE number 3262637 (Why is no real title available?)
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• Linear second-order partial differential equations of the parabolic type
• Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations
• Small-parameter method for constructing approximate strategies in a class of differential games

Cited in

(1)

• Singular perturbations and time-scale methods in control theory: Survey 1976-1983

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