Title :
Function space derived algorithms for the optimal control of continuous time nonlinear stochastic systems
Author :
Tacker, E.C. ; Sanders, C.W. ; Linton, Thomas D.
Author_Institution :
Louisiana State University, Baton Rouge, Louisiana
Abstract :
The continuous time nonlinear stochastic control problem is considered, and several implementable optimal control algorithms are discussed.
Keywords :
Contracts; Control systems; Cost function; Density functional theory; Equations; Force control; Nonlinear control systems; Optimal control; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 1971 IEEE Conference on
Conference_Location :
Miami Beach, FL, USA
DOI :
10.1109/CDC.1971.271079