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

DOI10.1137/0327029zbMath0693.93083MaRDI QIDQ3469019

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 exponents; ergodic control; relaxed controls; pathwise optimal control; approximate nonlinear filters; wide bandwith noise

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

60F17: Functional limit theorems; invariance principles

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