Optimal control of a class of nonlinear stochastic systems

DOI10.1109/TAC.1981.1102778zbMath0474.93075MaRDI QIDQ3931287

Wojciech J. Kolodziej, Ronald R. Mohler

Publication date: 1981

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

zbMATH Keywords

stochastic optimal controlBellman's principle of optimalitybilinear stochastic systemsseparation principle of filtering and control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

Neuro-optimal tracking control for a class of discrete-time nonlinear systems via generalized value iteration adaptive dynamic programming approach ⋮ Optimal control of a class of nonlinear stochastic systems

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