Perturbed Stochastic Linear Regulator Problems.

Abstract

This paper is concerned with the approximate solution of stochastic optimal control problems which arise by perturbing the stochastic linear regulator problem, through an additive term with a small parameter delta in the drift coefficient of the unperturbed dynamical equations. The system states are assumed completely observable. Our main results concern expansions of solutions of the perturbed equation in powers of the small parameter delta.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1976
Accession Number
ADA033832

Entities

People

  • Chun-ping Tsai

Organizations

  • Brown University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Cauchy Problem
  • Control Systems
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Feedback
  • Gaussian Processes
  • Mathematics
  • Partial Differential Equations
  • Polynomials
  • Probability
  • Regulators
  • Rocky Mountains
  • Scientific Research

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Mathematical Modeling and Probability Theory.
  • Quantum spin resonance or Electron Paramagnetic Resonance spectroscopy.