arXiv
Open Access
2008
The solution classical and quantum feedback optimal control problem without the Bellman Equation
Jaykov Foukzon
Abstrak
A new approach, which is proposed in this paper allows one to construct the Bellman function V(t,x) and optimal control u(t) directly,i.e.,without any reference to the Bellman equation, by way of using strong large deviations principle for the solutions Colombeau-Ito's SDE.
Topik & Kata Kunci
Penulis (1)
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Jaykov Foukzon
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2008
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- en
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- arXiv
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- Open Access ✓