Asymptotic method of solution of statistical problems of optimal control by quasiharmonic systems

MaRDI QIDQ2553417zbMATH OpenFDO

Authors G. E. Kolosov, Rouslan L. Stratonovich

Publication date 1967

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/at/y1967/i2/p45

zbMATH Keywords

approximate methodsolution of Bellman equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(3)

• Computational and approximate methods of optimal control
• Optimal control without solving the Bellman equation
• Asymptotic statistical analysis for model-based control design strategies

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