Almost Optimal Controls for Wideband Noise Driven Systems

Kushner, Harold J.

doi:10.1007/978-1-4613-8762-6_17

Almost Optimal Controls for Wideband Noise Driven Systems

Harold J. Kushner³

Conference paper

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Part of the book series: The IMA Volumes in Mathematics and Its Applications ((IMA,volume 10))

Abstract

The work reported here is based on the joint paper [1] of the author and W. Runggaldier.

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References

H.J. Kushner, W. Runggaldier, “Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances,” to appear SIAM J. on Control and Optimization, also LCDS Rept 85–23, 1985, Brown University.
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H.J. Kushner, W. Runggaldier, “Filtering and control for wide bandwidth noise driven systems’, LCDS Rept. 86–8, 1986, Brown University, IEEE Trans. Automatic Control, AC-32, 1987, p. 123–133.
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W.H. Fleming, M. Nisio, On stochastic relaxed controls for partially observed diffusions’, Nagoya Math. J., 93, 1984, 71–108.
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H.J. Kushner, “Optimality conditions for the average cost per unit time problem with a diffusion model”, SIAM J. on Control & Optimization“, 16, 1978, 330–346.
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Authors and Affiliations

Applied Mathematics Department, Brown University, Providence, R.I., 02912, USA
Harold J. Kushner

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Harold J. Kushner
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Editors and Affiliations

Division of Applied Mathematics, Brown University, 02912, Providence, Rhode Island, USA
Wendell Fleming
Ceremade, Universite Paris-Dauphine, Place de Lattre de Tassigny, 75775, Paris Cedex 16, France
Pierre-Louis Lions

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Kushner, H.J. (1988). Almost Optimal Controls for Wideband Noise Driven Systems. In: Fleming, W., Lions, PL. (eds) Stochastic Differential Systems, Stochastic Control Theory and Applications. The IMA Volumes in Mathematics and Its Applications, vol 10. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8762-6_17

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DOI: https://doi.org/10.1007/978-1-4613-8762-6_17
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-8764-0
Online ISBN: 978-1-4613-8762-6
eBook Packages: Springer Book Archive

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