A stochastic optimal feedback control problem with random-sized jumps

DOI10.1007/BF02169498zbMath0760.93084OpenAlexW2079266268MaRDI QIDQ1200587

Diana L. Pallant, Timothy C. Brown

Publication date: 16 January 1993

Published in: Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02169498

zbMATH Keywords

optimal feedback controlpartially observed linear system with noise

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Uses Software

• MISER3

Cites Work

• Unnamed Item
• Differential systems involving impulses
• Primal-dual properties of sequential gradient-restoration algorithms for optimal control problems. II: General problem
• Sequential gradient-restoration algorithm for optimal control problems with general boundary conditions

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