A stochastic optimal regulator for a class of nonlinear systems

DOI10.1155/2019/9763193zbMath1435.93180OpenAlexW2979400836MaRDI QIDQ2299031

Giovanni Palombo, Gabriella Mavelli, Pasquale Palumbo

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/9763193

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

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