Dynamic sampling applied to problems in optimal control

DOI10.1023/A:1022669821575zbMath0911.93054OpenAlexW193374663MaRDI QIDQ1379932

David Assaf, Ya'acov Ritov

Publication date: 5 March 1998

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

Full work available at URL: https://doi.org/10.1023/a:1022669821575

zbMATH Keywords

optimal controltrackingBrownian motionobserversdiffusion processesdynamic sampling

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

Cites Work

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• Optimal stationary linear control of the Wiener process
• Impulsive control in management: Prospects and applications
• The Separation Principle for Impulse Control Problems

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