Optimal Control Under Stochastic Uncertainty

Kurt Marti
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Kurt Marti: Federal Armed Forces University Munich

Chapter Chapter 2 in Stochastic Optimization Methods, 2015, pp 37-78 from Springer

Abstract: Abstract Optimal control and regulator problems arise in many concrete applications (mechanical, electrical, thermodynamical, chemical, etc.) are modeled [5, 63, 136, 155] by dynamical control systems obtained from physical measurements and/or known physical laws.

Keywords: Directional Derivative; Random Parameter; Volterra Integral Equation; Supremum Norm; Optimal Feedback Control (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-46214-0_2

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DOI: 10.1007/978-3-662-46214-0_2

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