Suboptimal stochastic control strategy and an alternative cost decomposition

DOI10.1080/00207178608933671zbMath0601.93067OpenAlexW2149459904MaRDI QIDQ3737358

O. Pirohanič

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933671

zbMATH Keywords

nonlinear stochastic systemssuboptimal control strategyalternative cost decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

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• Optimization of stochastic systems. Topics in discrete-time systems
• Some properties of the dual adaptive stochastic control algorithm
• Wide-sense adaptive dual control for nonlinear stochastic systems

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