Optimal control of a class of nonlinear stochastic systems

DOI10.1109/TAC.1981.1102778MaRDI QIDQ3931287zbMATH OpenFDO

Authors Ronald R. Mohler, Wojciech J. Kolodziej

Publication date 1981

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1981.1102778

zbMATH Keywords

Bellman's principle of optimalitybilinear stochastic systemsseparation principle of filtering and controlstochastic optimal control

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Existence of optimal solutions to problems involving randomness (49J55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Cites work

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Cited in

(2)

• Neuro-optimal tracking control for a class of discrete-time nonlinear systems via generalized value iteration adaptive dynamic programming approach
• Optimal control of a class of nonlinear stochastic systems

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