Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems (Q3469019)

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scientific article; zbMATH DE number 4135853
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    Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
    scientific article; zbMATH DE number 4135853

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      Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems (English)
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      1989
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      ergodic control
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      pathwise optimal control
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      wide bandwith noise
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      relaxed controls
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      Lyapunov exponents
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      approximate nonlinear filters
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