An optimal control problem for a system with small noise
β Scribed by Y. Yavin
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 584 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0895-7177
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π SIMILAR VOLUMES
An optimal control problem is studied for a prey-predator system with a general functional response. The control functions represent the rate of mixture of the populations and the cost functional is of Mayer type. The number of switching points of the optimal control is discussed in terms of the sig
## Abstract For a class of nonβlinear openβloop stochastic control problems with small additive white noise, an approximation technique to compute an optimal control of fixed structure related to the noise intensity is presented. The method developed here leads to a generalized deterministic linear