Stochastic optimal control via Bellman's principle
نویسندگان
چکیده
منابع مشابه
Stochastic optimal control via Bellman's principle
This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman’s Principle of optimality...
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ژورنال
عنوان ژورنال: Automatica
سال: 2003
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(03)00238-3