OPTIMAL-CONTROL OF A CLASS OF NON-LINEAR STOCHASTIC-SYSTEMS

被引：7

作者：

MOHLER, RR

KOLODZIEJ, WJ

机构：

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1981年 / 26卷 / 05期

关键词：

D O I：

10.1109/TAC.1981.1102778

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

收藏

页码：1048 / 1054

页数：7

相关论文

共 28 条

[1] ON A FIRST-ORDER STOCHASTIC DIFFERENTIAL EQUATION
ASTROM, KJ
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1965, 1 (04) : 301 - &
[2] LINEAR QUADRATIC OPTIMAL STOCHASTIC CONTROL WITH RANDOM COEFFICIENTS
BISMUT, JM
[J]. SIAM JOURNAL ON CONTROL, 1976, 14 (03): : 419 - 444
[3] CARETHEODORY C, 1967, CALCULUS VARIATION P
[4] DYNAMIC PROGRAMMING CONDITIONS FOR PARTIALLY OBSERVABLE STOCHASTIC SYSTEMS
DAVIS, MHA
VARAIYA, P
[J]. SIAM JOURNAL ON CONTROL, 1973, 11 (02): : 226 - 261
[5] EXISTENCE OF OPTIMAL POLICIES IN STOCHASTIC CONTROL
DAVIS, MHA
[J]. SIAM JOURNAL ON CONTROL, 1973, 11 (04): : 587 - 594
[6] FLEMING WH, 1975, APPLICATIONS MATH, V1
[7] OPTIMAL STATIONARY CONTROL WITH STATE AND CONTROL DEPENDENT NOISE
HAUSSMANN, UG
[J]. SIAM JOURNAL ON CONTROL, 1971, 9 (02): : 184 - +
[8] EXISTENCE OF MOMENTS OF STATIONARY LINEAR-SYSTEMS WITH MULTIPLICATIVE NOISE
HAUSSMANN, UG
[J]. SIAM JOURNAL ON CONTROL, 1974, 12 (01): : 99 - 105
[9] DYNAMIC-PROGRAMMING APPROACH TO STOCHASTIC EVOLUTION EQUATIONS
ICHIKAWA, A
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (01) : 152 - 174
[10] OPTIMAL STATIONARY CONTROL OF LINEAR SYSTEMS WITH CONTROL-DEPENDENT NOISE
KLEINMAN, DL
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (06) : 673 - +