Approximate optimal controls that maximi
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J.Y.S. Luh; G.E. O'Connor
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Article
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1969
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Elsevier Science
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English
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The linear time-dependent control processes subject to additive random dieturbances are discussed. An algorithm is developed for the control law which optimizes the adjustment of the trade-08 between the probability that the state of the process enters a given target manifold and the weighted contro