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

DOI10.1016/0021-8928(71)90035-9MaRDI QIDQ2555033zbMATH OpenOpenAlexFDO

Authors F. L. Chernous'ko

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

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

Cited in

(7)

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

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