Optimal feedback control for a class of stochastic systems

DOI10.1080/00207727408920104MaRDI QIDQ4052027zbMATH OpenOpenAlexFDO

Authors Kok Lay Teo, N. U. Ahmed

Publication date 1974

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727408920104

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• Optimal Control of Partially Observable Diffusions

Cited in

(4)

• Optimal control of systems governed by time-delayed, second-order, linear, parabolic partial differential equations with a first boundary condition
• On constrained stochastic optimal parameter selection problems
• First-order strong variation algorithm for optimal control problems involving parabolic systems
• Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes

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