Small Noise Open Loop Control

DOI10.1137/0312030MaRDI QIDQ5665095zbMATH OpenOpenAlexFDO

Authors Charles J. Holland

Publication date 1974

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0312030

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited in

(2)

• Divergence of neighbouring optimal state trajectories of a dynamic system
• An Approximation technique for small noise open-loop control problems

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