An Approximation technique for small noise open-loop control problems

DOI10.1002/oca.4660020109zbMath0459.93055OpenAlexW2089341220MaRDI QIDQ3910413

Charles J. Holland

Publication date: 1981

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660020109

zbMATH Keywords

linear-quadratic regulator problemopen-loop controlsmall noise intensities

Mathematics Subject Classification ID

Cites Work

• Gaussian Open Loop Control Problems
• Optimization and Control of Nonlinear Systems Using the Second Variation
• Programming under Uncertainty and Stochastic Optimal Control
• Optimal Continuous-Parameter Stochastic Control
• Stochastic Optimal Control with Noisy Observations †
• Stochastic Control for Small Noise Intensities
• Small Noise Open Loop Control

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