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Optimal quantile control of dynamic systems - MaRDI portal

Optimal quantile control of dynamic systems

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zbMath1066.93066MaRDI QIDQ1882168

V. V. Malyshev, K. A. Karp

Publication date: 19 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

random perturbations directional derivatives stochastic control systems control of a solid-propellent rocket modified Monte Carlo method optimal quantile control

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear systems in control theory (93C10) Application models in control theory (93C95) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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