Stochastic optimal control via Bellman's principle.
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Publication:1421446
DOI10.1016/S0005-1098(03)00238-3zbMath1051.93096MaRDI QIDQ1421446
Publication date: 26 January 2004
Published in: Automatica (Search for Journal in Brave)
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Cites Work
- The Fokker-Planck equation. Methods of solution and applications
- Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
- Cumulant-neglect closure method for asymmetric non-linear systems driven by Gaussian white noise
- Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation
- Solution of fixed final state optimal control problems via simple cell mapping
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