Loop staggering, loop compacting: Restructuring techniques for thrashing problem

An Approximation technique for small noi

An Approximation technique for small noise open-loop control problems

✍ Charles J. Holland 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 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