𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An optimal control problem for a system with small noise

✍ Scribed by Y. Yavin


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
584 KB
Volume
13
Category
Article
ISSN
0895-7177

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An optimal control problem for a prey–pr
✍ N.C. Apreutesei πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 352 KB

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

An Approximation technique for small noi
✍ Charles J. Holland πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 315 KB

## Abstract For a class of non‐linear open‐loop 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