Optimal control and stochastic estimation, volumes 1 and 2 : M. J. Grimble and M. A. Johnson.
Dieter KraftPublished in: Autom. (1989)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- control problems
- dynamic programming
- stochastic control
- infinite horizon
- control strategy
- feedback control
- class of nonlinear systems
- linear quadratic
- lyapunov function
- risk sensitive
- control law
- monte carlo
- control system
- continuous stirred tank reactor
- policy iteration
- stochastic process
- closed loop