Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems

DOI10.1137/0327029MaRDI QIDQ3469019zbMATH OpenOpenAlexFDO

Authors Harold J. Kushner

Publication date 1989

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0327029

zbMATH Keywords

Lyapunov exponentsergodic controlrelaxed controlspathwise optimal controlapproximate nonlinear filterswide bandwith noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Functional limit theorems; invariance principles (60F17) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(9)

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