DocumentCode
800092
Title
On stochastic optimal control
Author
Parkins, G.
Author_Institution
University of Denver, Denver, CO, USA
Volume
14
Issue
2
fYear
1969
fDate
4/1/1969 12:00:00 AM
Firstpage
193
Lastpage
193
Abstract
It is shown that, for a class of stochastic systems, i.e., those in which the cost increases as the distance between the stochastic and the deterministic controls increases, the optimal stochastic control is the conditional expectation of the deterministic control, given the measurement history.
Keywords
Optimal stochastic control; Stochastic optimal control; Control systems; Cost function; History; Optimal control; Random variables; Stochastic processes; Stochastic systems; Strain control; Time measurement; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099154
Filename
1099154
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