Abstract
This chapter is devoted to basic control problem statements for stochastic systems, to deriving the Gellman equation, to a discussion of linear-quadratic problems under various conditions of a priori knowledge, to the investigation of stabilization problems, and to a discussion of various approximation techniques for the determination of optimal control.
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© 1996 Springer Science+Business Media Dordrecht
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Afanas’ev, V.N., Kolmanovskii, V.B., Nosov, V.R. (1996). Control of Stochastic Systems. Problem Statements and Investigation Techniques. In: Mathematical Theory of Control Systems Design. Mathematics and Its Applications, vol 341. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-2203-2_9
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DOI: https://doi.org/10.1007/978-94-017-2203-2_9
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4615-4
Online ISBN: 978-94-017-2203-2
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