Optimal feedback control for a class of stochastic systems
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Publication:4052027
DOI10.1080/00207727408920104zbMath0297.93068OpenAlexW2118726376MaRDI QIDQ4052027
Nasir Uddin Ahmed, Kok Lay Teo
Publication date: 1974
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727408920104
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)
Related Items (4)
First-order strong variation algorithm for optimal control problems involving parabolic systems ⋮ On constrained stochastic optimal parameter selection problems ⋮ Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes ⋮ Optimal control of systems governed by time-delayed, second-order, linear, parabolic partial differential equations with a first boundary condition
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