Stochastic optimal control for non-linear dynamical systems under noisy observations

DOI10.1016/0005-1098(70)90046-4zbMath0242.93064OpenAlexW1989454936MaRDI QIDQ2554298

Yoshifumi Sunahara

Publication date: 1970

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(70)90046-4

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

Probability density statistical and equivalent linearization techniques ⋮ A method of optimal control of non-linear stochastic systems with non-quadratic criteria†

Cites Work

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• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• On the Separation Theorem of Stochastic Control
• On stochastic differential equations

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