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

DOI10.1137/0327029zbMATH Open0693.93083OpenAlexW2034037680MaRDI QIDQ3469019FDOQ3469019

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

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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)

Cited In (9)

• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Nearly Optimal Impulsive Controls for Reflected Wideband Width Process
• Title not available (Why is that?)
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• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• Nearly Optimal controls for singularly perturbed wideband noise systems
• Diffusion approximation and optimal stochastic control
• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
• Reverse-time modeling, optimal control and large deviations

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