Asymptotic solutions of some probabilistic optimal control problems

DOI10.1016/0021-8928(77)90082-XzbMath0386.93057OpenAlexW1823712595MaRDI QIDQ1250198

Alexander S. Bratus'

Publication date: 1977

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(77)90082-x

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

Related Items (1)

Singular perturbations and time-scale methods in control theory: Survey 1976-1983

Cites Work

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• Method for the approximate solution of the Bellman equation for problems of optimal control of systems subject to random perturbations
• Small-parameter method for constructing approximate strategies in a class of differential games
• Approximate synthesis method fo r optimal control of a system subjected to random perturbations
• Continuity of Solutions of Parabolic and Elliptic Equations
• Linear second-order partial differential equations of the parabolic type

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