Optimal Control with Noisy Time

DOI10.1109/TAC.2015.2444234zbMath1359.93536arXiv1401.0202OpenAlexW2963279786MaRDI QIDQ2980660

Andrew Lamperski, Noah J. Cowan

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.0202

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)

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