The separation hypothesis and quasilinearization approach to continuous nonlinear stochastic controls

DOI10.1016/0307-904X(80)90119-5MaRDI QIDQ1136729zbMATHOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 3552372 (Why is no real title available?)
• An adaptive algorithm for optimal non-linear estimation in stochastic systems

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