DocumentCode
307237
Title
Near-optimal controls: stochastic case
Author
Zhou, Xun Yu
Author_Institution
Dept. of Syst. Eng. & Eng. Manage., Chinese Univ. of Hong Kong, Shatin, Hong Kong
Volume
1
fYear
1996
fDate
11-13 Dec 1996
Firstpage
646
Abstract
Near-optimization is as sensible and important as optimization for both theory and applications. In this paper, systems governed by the Ito stochastic differential equations are considered where both the drift and diffusion terms are allowed to depend on controls and the systems are allowed to be degenerate. Necessary and sufficient conditions for a control to be near-optimal are studied. Error estimates for the near-optimality are obtained based on some delicate estimates of the adjoint processes
Keywords
differential equations; optimal control; stochastic systems; Ito stochastic differential equations; adjoint processes; diffusion term; drift term; error estimates; near-optimal controls; near-optimality; near-optimization; necessary and sufficient conditions; Computer aided software engineering; Control systems; Differential equations; Extraterrestrial measurements; Indium tin oxide; Optimal control; Stochastic processes; Stochastic systems; Sufficient conditions; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.574399
Filename
574399
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