Self-similar solutions of the Bellman equation for optimal correction of random disturbances

DOI10.1016/0021-8928(71)90035-9zbMath0244.93071OpenAlexW1663525280MaRDI QIDQ2555033

Felix L. Chernousko

Publication date: 1971

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(71)90035-9

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Optimal stochastic control (93E20)

Related Items (7)

Regular finite fuel stochastic control problems with exit time ⋮ Probabilistic aspects of finite-fuel, reflected follower problems ⋮ Asymptotic behavior of the Bellman function in a stochastic optimal control problem ⋮ Solution of certain optimal correction problems with error of execution of the control action ⋮ On optimal correction problems with partial information ⋮ Optimal impulse correction under random perturbations ⋮ Exact solutions of the hamilton-jacobi-bellman equation for problems of optimal correction with a constrained overall control resource

Cites Work

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