scientific article; zbMATH DE number 703401

MaRDI QIDQ4317059zbMATH OpenFDO

Authors G. E. Kolosov

Publication date 24 January 1995

zbMATH Keywords

Bellman's equationdynamic programming methodlinearstochastic optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20)

Recommendations

• scientific article; zbMATH DE number 4113791
• scientific article; zbMATH DE number 3908280
• scientific article; zbMATH DE number 17901
• Publication:5752457
• scientific article; zbMATH DE number 3963705
• scientific article; zbMATH DE number 3924661
• An adaptive parameter approach for an approximate solution of optimal control problems
• A new approach to stochastic adaptive control
• Adaptive control of continuous time stochastic systems
• A forward method for optimal stochastic nonlinear and adaptive control

Cited in

(7)

• Numerical method of design of stochastic optimal control systems
• Game diagnostic methods for controlled stochastic systems
• A stochastic controller design using an approximate solution of FPK equation
• scientific article; zbMATH DE number 17901 (Why is no real title available?)
• Stability Analysis of Optimal Adaptive Control Using Value Iteration With Approximation Errors
• Adaptive System Optimization Using Random Directions Stochastic Approximation
• Pole assignment for stochastic systems with unknown coefficients

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4317059)