Approximate synthesis method fo r optimal control of a system subjected to random perturbations

DOI10.1016/0021-8928(72)90131-1zbMath0266.93069OpenAlexW1621834803MaRDI QIDQ2562840

A. I. Soljanik, Felix L. Chernousko

Publication date: 1972

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(72)90131-1

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

Approximate solution of Bellman's equation for a class of optimal trerminal state control problems ⋮ Optimal control of certain quasilinear stochastic systems ⋮ Asymptotic solutions of some probabilistic optimal control problems

Cites Work

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• On the optimal control of Markov objects
• On the precision of optimal control of the final state
• Stochastic Control for Small Noise Intensities
• Linear second-order partial differential equations of the parabolic type

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