Title :
A "Time-domain" successive approximation method for some linear optimal stochastic systems
Author :
Kushner, Harold J.
Author_Institution :
Research Institute for Advanced Studies, Baltimore, MD, USA
fDate :
7/1/1964 12:00:00 AM
Keywords :
Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Approximation methods; Control systems; Dynamic programming; Iterative methods; Linear systems; Optimal control; Process control; Stochastic processes; Stochastic systems; Time domain analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1964.1105686