几种类型的随机系统最优控制

Journal of The Society for Industrial and Applied Mathematics, Series A: Control Pub Date : 1900-01-01 DOI:10.1137/0302010

S. Dreyfus

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引用次数: 108

摘要

摘要:研究随机系统的最优控制问题。在对控制器可用信息的不同假设下，得到不同的最优控制规则。针对某些具体问题，对不同的控制方案进行了分析和比较，证明了反馈控制相对于开环控制的巨大优越性。

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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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Journal of The Society for Industrial and Applied Mathematics, Series A: Control

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