Precise Analysis of an Optimal Perturbation Estimation and Control Problem.
Abstract
A mathematically rigorous analysis is performed of a scalar discrete-time stochastic optimal control problem. This problem differs from the standard linear-quadratic-Gaussian one only by the presence of a quadratic term in the state and process noise with a small coefficient. A certain formal approximation to the optimal control is shown to converge asymptotically in probability to an optimal control with respect to this coefficient. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 15, 1980
- Accession Number
- ADA091116
Entities
People
- Warren W. Willman
Organizations
- United States Naval Research Laboratory