Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study†
作者:
EDGARC. TACKER,
THOMASD. LINTON,
CHARLESW. SANDERS,
期刊:
International Journal of Control
(Taylor Available online 1974)
卷期:
Volume 19,
issue 6
页码: 1165-1175
ISSN:0020-7179
年代: 1974
DOI:10.1080/00207177408932708
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper describes an algorithm for computing open-loop optimal stochastic controls. Several techniques for numerically implementing this algorithm are developed and evaluated.
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