The solution classical and quantum feedback optimal control problem without the Bellman Equation
Data Analysis, Statistics and Probability
2013-04-01 v4
Abstract
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.
Cite
@article{arxiv.0811.2170,
title = {The solution classical and quantum feedback optimal control problem without the Bellman Equation},
author = {Jaykov Foukzon},
journal= {arXiv preprint arXiv:0811.2170},
year = {2013}
}
Comments
295 pages