Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study†

DOI10.1080/00207177408932708zbMath0279.93053OpenAlexW2120378962MaRDI QIDQ4767200

Edgar C. Tacker, Charles W. Jun. Sanders, Thomas D. Linton

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/00207177408932708

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Computational and approximate methods of optimal control

Cites Work

• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
• A PrioriOpen Loop Optimal Control of Continuous Time Stochastic Systems†
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