期刊文献

On stochastic optimal control 收藏

关于随机最优控制
原文求助 发布源
作者
G. Parkins[1]
作者单位
[1]University of Denver, Denver, CO, USA
关键词
Stochastic processes;Optimal control;Stochastic systems;Control systems;Strain control;Cost function;History;Time measurement;Random variables;Uncertainty;INSPEC: Non-Controlled Indexing;Stochastic optimal control;Optimal stochastic control
关键词译文
随机过程;最优控制;随机系统;控制系统;应变控制;成本函数;历史;时间测量;随机变量;不确定性; INSPEC：非控制索引;随机最优控制;最优随机控制
发布日期
Apr 1969
页码
193-193
DOI
10.1109/TAC.1969.1099154
来源信息
IEEE Transactions on Automatic Control ISSN：0018-9286, 1969年, 14卷, 2期, 193-193页
摘要
It is shown that, for a class of stochastic systems, i.e., those in which the cost increases as the distance between the stochastic and the deterministic controls increases, the optimal stochastic control is the conditional expectation of the deterministic control, given the measurement history.
摘要译文
结果表明，对于一类随机系统，即随着随机和确定性控制之间的距离增加成本增加的随机系统，给定测量历史，最优随机控制是确定性控制的条件期望。
G. Parkins[1]. On stochastic optimal control[J]. IEEE Transactions on Automatic Control, 1969,14(2): 193-193