𝔖 Bobbio Scriptorium
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Optimal stochastic control systems

✍ Scribed by Richard J Orford

Publisher
Elsevier Science
Year
1963
Tongue
English
Weight
486 KB
Volume
6
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES

Optimal stochastic control
Optimal stochastic control
✍ W.M. Wonham πŸ“‚ Article πŸ“… 1969 πŸ› Elsevier Science 🌐 English βš– 576 KB

Some informal remarks are offered on the present status and future direction of stochastic control. Summary--It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated.

Near-optimal control for multiparameter
Near-optimal control for multiparameter singularly perturbed stochastic systems
✍ Muneomi Sagara; Hiroaki Mukaidani; Vasile Dragan πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 123 KB

## Abstract In this paper, the linear quadratic optimal stochastic control problem is investigated for multiparameter singularly perturbed stochastic systems in which __N__ lower‐level fast subsystems are interconnected by a higher‐level slow subsystem. After establishing the asymptotic structure o