Near optimal control for a class of stochastic hybrid systems

DOI10.1016/j.automatica.2010.05.024zbMath1201.93133OpenAlexW2035016699MaRDI QIDQ710711

Chunyue Song, Ping Li

Publication date: 22 October 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.05.024

zbMATH Keywords

numerical methodstochastic hybrid systemsnear optimal controlstatistical prediction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items

Optimality condition-based sensitivity analysis of optimal control for hybrid systems and its application

Cites Work

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• Unnamed Item