Stochastic optimal control via Bellman's principle

Automatica

Volumn 39, Issue 12, 2003, Pages 2109-2114

  Crespo, Luis G ^a   Sun, Jian Qiao ^b  

^a NATIONAL INSTITUTE OF AEROSPACE   (United States)

^b UNIVERSITY OF DELAWARE   (United States)

Author keywords

Non linearity; Numerical algorithms; Optimality; Random processes; Random vibrations; Stochastic control

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; OPTIMAL CONTROL SYSTEMS; RANDOM PROCESSES; STATE SPACE METHODS; STOCHASTIC CONTROL SYSTEMS;

RANDOM VIBRATIONS;

NONLINEAR SYSTEMS;

EID: 0242303086     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(03)00238-3     Document Type: Article

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