Optimal feedback control policies for stochastic, distributed-parameter systems

DOI10.1007/BF00935500zbMath0394.93061MaRDI QIDQ1252840

S. Fond

Publication date: 1980

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov ChainDistributed Parameter SystemsControl PolicyDynamic ProgrammingFeedback ControlHamiltonian FunctionOpen-Loop ControlRandom Variable

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Unnamed Item
• A dynamic programming approach to the maximum principle of distributed- parameter systems
• Optimal point-wise discrete control and controllers' allocation strategies for stochastic distributed systems

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