Optimal Control of Stochastic Parametrically and Externally Excited Nonlinear Control Systems

DOI10.1115/1.3152660MaRDI QIDQ3794062zbMATH OpenOpenAlexFDO

Authors G. E. Young, R. J. Chang

Publication date 1988

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3152660

zbMATH Keywords

complete state informationexternal linearizationMonte Carlo simulationoptimal control of stochastic parametrically and externally excited nonlinear systemssub-optimal nonlinear controller

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Synthesis problems (93B50) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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