Probability-asymptotically optimal controls in the problem on a linear controller with variable parameters (Q1914115)
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scientific article; zbMATH DE number 884183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability-asymptotically optimal controls in the problem on a linear controller with variable parameters |
scientific article; zbMATH DE number 884183 |
Statements
Probability-asymptotically optimal controls in the problem on a linear controller with variable parameters (English)
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6 June 1996
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A time discretized stochastic linear regulator problem is considered under standard assumptions. Under the assumptions of exponential stability or uniform and total controllability, a sequence of strategies is constructed which is asymptotically optimal in probability.
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asymptotic optimal control
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linear regulator
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0.8954904675483704
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0.8537326455116272
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