SOME TYPES OF OPTIMAL CONTROL OF STOCHASTIC SYSTEMS

Abstract

The optimal control of stochastic systems is considered. Under various assumptions concerning the information available to the controller, different optimal control rules result. For certain specific problems, the different control schemes are analyzed and compared, and the vast superiority of feedback over open-loop control is demonstrated.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1963
Accession Number
AD0410230

Entities

People

  • Stuart E. Dreyfus

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Control Systems
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Feedback
  • Linear Differential Equations
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Rocket Trajectories
  • Sequences
  • Stochastic Control
  • Stochastic Processes
  • Terminals
  • United States

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.