Small Noise Open Loop Control

DOI10.1137/0312030zbMath0251.93038OpenAlexW2082368371MaRDI QIDQ5665095

Charles J. Holland

Publication date: 1974

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0312030

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (2)

Divergence of neighbouring optimal state trajectories of a dynamic system ⋮ An Approximation technique for small noise open-loop control problems

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