Near-optimal controls: Stochastic case
Refereed conference paper presented and published in conference proceedings


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摘要Near-optimization is as sensible and important as optimization for both theory and applications. In this paper, systems governed by the Ito stochastic differential equations are considered where both the drift and diffusion terms are allowed to depend on controls and the systems are allowed to be degenerate. Necessary and sufficient conditions for a control to be near-optimal are studied. Error estimates for the near-optimality are obtained based on some delicate estimates of the adjoint processes.
著者Zhou XY
會議名稱35th IEEE Conference on Decision and Control
會議開始日11.12.1996
會議完結日13.12.1996
會議地點KOBE
會議國家/地區日本
出版年份1996
月份1
日期1
出版社I E E E
頁次646 - 647
國際標準書號0-7803-3591-0
國際標準期刊號0191-2216
語言英式英語
Web of Science 學科類別Automation & Control Systems; Engineering; Engineering, Electrical & Electronic; Engineering, Mechanical; Instruments & Instrumentation

上次更新時間 2020-18-11 於 01:47