• DocumentCode
    813730
  • Title

    Stochastic bang-bang control

  • Author

    Ahmed, N.U. ; Teo, K.L.

  • Author_Institution
    University of Ottawa, Ottawa, Ontario, Canada
  • Volume
    19
  • Issue
    1
  • fYear
    1974
  • fDate
    2/1/1974 12:00:00 AM
  • Firstpage
    73
  • Lastpage
    75
  • Abstract
    In this correspondence, a class of nonlinear stochastic systems with controls using only partial information about the current state is considered. It is shown that the time optimal control law is of bang-bang type and that it can be computed by solving a two-point boundary value problem (TPBVP) involving systems of nonlinear integro-partial differential equations.
  • Keywords
    Bang-bang control; Nonlinear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Time-optimal control; Bang-bang control; Boundary value problems; Control systems; Differential equations; Nonlinear control systems; Optimal control; Q measurement; Stochastic processes; Stochastic systems; Time measurement;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100467
  • Filename
    1100467
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=813730