Control of a class of non-linear diffusions!
作者:
J. SHAPIRO,
G. MON,
期刊:
International Journal of Control
(Taylor Available online 1971)
卷期:
Volume 13,
issue 2
页码: 305-323
ISSN:0020-7179
年代: 1971
DOI:10.1080/00207177108931946
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper considers the optimal control of a class of diffusion processes. Specifically, given a system with plant modelled as a finite-power series in the state and control variables and given certain statistical properties of additive plant noise, the problem is to minimize the expected value of a performance index by selecting a feedback control having a prescribed form—a finite-power series in the state variables, the coefficients of which are time functions to be determined
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