• DocumentCode
    835230
  • Title

    Finite chain approximation for a continuous stochastic control problem

  • Author

    Borkar, Vivek ; Varaiya, Pravin

  • Author_Institution
    University of California, Berkeley, CA, USA
  • Volume
    26
  • Issue
    2
  • fYear
    1981
  • fDate
    4/1/1981 12:00:00 AM
  • Firstpage
    466
  • Lastpage
    470
  • Abstract
    A class of feedback policies called finitely switched (FS) policies is introduced. When a one-dimensional nonlinear stochastic system is controlled by FS policies there is a finite state Markov system which is equivalent to the original problem. The finite state problem can be solved by known Markov programming methods.
  • Keywords
    Markov processes; Nonlinear systems, stochastic; Stochastic systems, nonlinear; Switched systems, nonlinear; Contracts; Control systems; Cost function; Motion control; Optimal control; Partial differential equations; State feedback; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102608
  • Filename
    1102608
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=835230