Solution of a class of stochastic linear-convex control problems using deterministic equivalents
โ Scribed by C. Bes; S. Sethi
- Publisher
- Springer
- Year
- 1989
- Tongue
- English
- Weight
- 575 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A new approach for finding an exact analytical solution to the modified Hamilton-Jacobi-Bellman equation is proposed. Together with the recently developed hybrid solution method, the proposed strategy allows to find a solution to a whole class of stochastic optimal control problems with bounded in m
A method that enabl~ control laws for non-linear stochastic objects to be synthesized exactly is considered. "I'ne control is optimal in the sense of probabiListic criteria of a general form. The advantages of the method over the traditional methods are demom~ted and an example of its practical appl