The separation hypothesis and quasilinearization approach to continuous nonlinear stochastic controls

DOI10.1016/0307-904X(80)90119-5zbMATH Open0426.93060OpenAlexW1967268743WikidataQ127097911 ScholiaQ127097911MaRDI QIDQ1136729FDOQ1136729

Authors: S. H. Smith 

Publication date: 1980

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0307-904x(80)90119-5

zbMATH Keywords

simulationquasi-linearizationseparation hypothesis

Mathematics Subject Classification ID

Newton-type methods (49M15) Optimal stochastic control (93E20)

Cites Work

• An adaptive algorithm for optimal non-linear estimation in stochastic systems
• Title not available (Why is that?)

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