OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM WITH DISCONTINUOUS SAMPLE PATHS

被引：3

作者：

YAVIN, Y ^{[1
]}

FRIEDMAN, M ^{[1
]}

机构：

[1] NUCL RES CTR NEGEV,BEER SHEVA,ISRAEL

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1978年 / 9卷 / 04期

关键词：

D O I：

10.1080/00207727808941711

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

页码：451 / 465

页数：15

共 50 条

[1] OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM
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[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (05) : 756 - 778
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[J]. SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1988, 26 (06): : 147 - 152
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[4] THE LINEAR STOCHASTIC-SYSTEM OPTIMAL-CONTROL IN A FAST RESPONSE
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[6] PROPER REPRESENTATION AND OPTIMAL-CONTROL OF A NONLINEAR STOCHASTIC-SYSTEM
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[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1979, 10 (02) : 123 - 133
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[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1981, 35 (01) : 111 - 121
[8] OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM WITH AN EXPONENTIAL-OF-INTEGRAL PERFORMANCE CRITERION
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[9] CONDITIONALLY OPTIMAL-CONTROL DESIGNED ACCORDING TO A LOCAL CRITERION A NONLINEAR STOCHASTIC-SYSTEM
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[J]. AUTOMATION AND REMOTE CONTROL, 1987, 48 (12) : 1621 - 1627
[10] ANALYTICAL CONSTRUCTION OF CONDITIONALLY OPTIMAL-CONTROL WITH RESPECT TO A LOCAL CRITERION IN A NONLINEAR STOCHASTIC-SYSTEM
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