On asymmetric stochastic bang-bang control†

DOI10.1080/00207178108922594zbMath0475.93081OpenAlexW2053940684MaRDI QIDQ3931157

Howard J. Weiner

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922594

zbMATH Keywords

linear regulatorIto ruleasymmetric controlcomplete observation problem with lossfinal value-controlintegral powerlossquadratic regulator with lossstochastic Wiener control problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem

Cites Work

• On stochastic bang bang control
• On “predicted miss” stochastic control problems

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