DocumentCode
836980
Title
Optimal control of a class of nonlinear stochastic systems
Author
Mohler, Ronald R. ; Kolodziej, Wojciech J.
Author_Institution
Oregon State University, Corvallis, OR, USA
Volume
26
Issue
5
fYear
1981
fDate
10/1/1981 12:00:00 AM
Firstpage
1048
Lastpage
1054
Abstract
Bellman´s principle of optimality and dynamic programming are shown to be the basis for solution of a physically significant class of nonlinear stochastic control problems. Various previous results are integrated into a survey here, and a new result which extends the separation principle is presented. Certain bilinear and linear-in-control systems are included in the analysis.
Keywords
Bilinear systems, stochastic; Stochastic bilinear systems; Stochastic optimal control, nonlinear systems; Books; Control systems; Dynamic programming; Equations; Information systems; Nonlinear control systems; Nonlinear systems; Optimal control; Stochastic processes; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1981.1102778
Filename
1102778
Link To Document