Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation

DOI10.1080/00207729208949368zbMath0761.93068OpenAlexW2077823323MaRDI QIDQ4018411

Guy Jumaric

Publication date: 16 January 1993

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729208949368

zbMATH Keywords

stochastic control problemneighbouring-optimal controlpath cross-entropytracking criterion

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (3)

Optimal control of the Fokker-Planck equation with space-dependent controls ⋮ A Fokker-Planck control framework for stochastic systems ⋮ FOKKER–PLANCK-BASED CONTROL OF A TWO-LEVEL OPEN QUANTUM SYSTEM

Cites Work

• The Fokker-Planck equation. Methods of solution and applications
• A new approach to optimum state estimation in optimum system control
• Stochastic processes and filtering theory
• Application of the robust and adaptive pole placement design technique
• Dual control of a first-order system with two possible gains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation