Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems
From MaRDI portal
Publication:3469019
DOI10.1137/0327029zbMath0693.93083MaRDI QIDQ3469019
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
Lyapunov exponents; ergodic control; relaxed controls; pathwise optimal control; approximate nonlinear filters; wide bandwith noise
93E11: Filtering in stochastic control theory
93E20: Optimal stochastic control
93E15: Stochastic stability in control theory
60F17: Functional limit theorems; invariance principles
Related Items