Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system (Q1913076)
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scientific article; zbMATH DE number 880857
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| English | Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system |
scientific article; zbMATH DE number 880857 |
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Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system (English)
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2 June 1996
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The author considers a linear Gaussian control problem. Two different types of control are studied, which result from analytical methods in approximating the quadratic optimality criterion under consideration.
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linear Gaussian control
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quadratic optimality criterion
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