Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system (Q1913076)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system |
scientific article; zbMATH DE number 880857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system |
scientific article; zbMATH DE number 880857 |
Statements
Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system (English)
0 references
2 June 1996
0 references
The author considers a linear Gaussian control problem. Two different types of control are studied, which result from analytical methods in approximating the quadratic optimality criterion under consideration.
0 references
linear Gaussian control
0 references
quadratic optimality criterion
0 references
