ON THE OPTIMAL-CONTROL OF STOCHASTIC-SYSTEMS WITH AN EXPONENTIAL-OF-INTEGRAL PERFORMANCE INDEX

被引：45

作者：

KUMAR, PR ^{[1
]}

VANSCHUPPEN, JH ^{[1
]}

机构：

[1] WASHINGTON UNIV,DEPT SYST SCI & MATH,ST LOUIS,MO 63130

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1981年 / 80卷 / 02期

关键词：

D O I：

10.1016/0022-247X(81)90109-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：312 / 332

页数：21

共 22 条

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[4]

Brockett, 1970, FINITE DIMENSIONAL L

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DAVIS, MHA ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1973, 11 (02) :226-261

[6] SOLUTIONS OF A STOCHASTIC CONTROL SYSTEM [J].

DUNCAN, T ;

VARAIYA, P .

SIAM JOURNAL ON CONTROL, 1971, 9 (03) :354-&

[7] EXISTENCE OF VALUE IN STOCHASTIC DIFFERENTIAL GAMES [J].

ELLIOTT, R .

SIAM JOURNAL ON CONTROL, 1976, 14 (01) :85-94

[8] OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM [J].

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SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (05) :756-778

[9] OPTIMAL CONTINUOUS-PARAMETER STOCHASTIC CONTROL [J].

FLEMING, WH .

SIAM REVIEW, 1969, 11 (04) :470-+

[10]

FLEMING WH, 1966, J MATH MECH, V15, P777

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