Synthesis of optimal stochastic control systems by the method of successive approximations

DOI10.1016/0021-8928(79)90116-3zbMath0454.93056OpenAlexW1577885282MaRDI QIDQ1149936

G. E. Kolosov

Publication date: 1979

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(79)90116-3

zbMATH Keywords

synthesisBellman equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Related Items (1)

Optimal control of stepwise processes with periodic characteristics

Cites Work

• Computational and approximate methods of optimal control
• A problem in the synthesis of an optimal control solved by the method of dynamic programming
• Analytical design of controllers in stochastic systems with velocity-limited controlling action
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