Optimal stochastic control
From MaRDI portal
Publication:2529522
DOI10.1016/0005-1098(69)90061-2zbMath0164.40203OpenAlexW2106220958MaRDI QIDQ2529522
Publication date: 1969
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(69)90061-2
Related Items (13)
Parameter uncertainty and policy intensity: some extensions and suggestions for further work ⋮ Amplitude‐constrained adaptive lqg control of first‐order systems ⋮ Accommodation of disturbances in optimal control problems† ⋮ Supplement to 'A survey of data smoothing' ⋮ Propagation and control of stochastic signals through universal learning networks ⋮ Optimal control of Markov processes with incomplete state information ⋮ On-line iterative optimization of stochastic control systems ⋮ Optimal control of partially observable Markovian systems ⋮ Numerical computational methods of optimisation in control ⋮ On stochastic problems: Calculus ⋮ Dual control of an integrator with unknown gain ⋮ A survey of some recent results in linear multivariable feedback theory ⋮ The design of economic policy under model uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The theory of dual control. III, IV
- Dynamic programming, Markov chains, and the method of successive approximations
- On the relation between ordinary and stochastic differential equations
- On the theory of optimal control. An asymptotic method for solving the diffusive alternative equation
- Sufficient statistics in the optimum control of stochastic systems
- Optimal control of Markov processes with incomplete state information
- Decision making in incompletely known stochastic systems
- A problem in the synthesis of an optimal control solved by the method of dynamic programming
- Solution of the diffusion alternative equation by means of total- derivative equations
- One asymptotic method for solving problems on synthesis of optimal regulators
- Optimal bounded control with linear stochastic equations and quadratic cost
- The principle of optimality in the mean for discontinuous stochastic systems
- A Liapunov method for the estimation of statistical averages
- On optimal stochastic midcourse guidance
- Duality and a priori estimates in Markovian optimization problems
- Analytical control design in systems with random properties. III: Optimum control in linear systems. Minimum mean square error
- On the theory of optimal control. Sufficient coordinates
- On optimum control in the presence of random disturbances
- On the stabilization of stochastic systems
- On mean-square optimum stabilization at damped random perturbatios
- A stochastic treatment of a control system with breakdown and repair
- A note on interrupted stochastic control processes
- Analytical design of controllers in stochastic systems with velocity-limited controlling action
- On a problem in tracking
- On the analytic design of controls in systems with random characteristics
- Stochastic Models in the Theory of Pursuit
- On the Control of Non-Terminating Diffusion Processes
- Optimal control of systems with random properties
- Scheduling with Random Arrivals and Linear Loss Functions
- On the stability of the trajectory of markov processes
- Programming under Uncertainty and Stochastic Optimal Control
- Some Types of Optimal Control of Stochastic Systems
- Stability of a linear system with random disturbances of its parameters
- On the stability of nonlinear stochastic systems
- A Counterexample in Stochastic Optimum Control
- On the Separation Theorem of Stochastic Control
- Optimal Control of Partially Observable Diffusions
- On the Control of a Wiener Process for a Limited Number of Switchings
- On a Matrix Riccati Equation of Stochastic Control
- Final value optimal stochastic control problem with bounded controller.
- Optimal Stationary Control of a Linear System with State-Dependent Noise
- The Delay Method of Analyzing Markov Chains
This page was built for publication: Optimal stochastic control