Stochastic bang-bang control
- 1 February 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (1) , 73-75
- https://doi.org/10.1109/tac.1974.1100467
Abstract
In this correspondence, a class of nonlinear stochastic systems with controls using only partial information about the current state is considered. It is shown that the time optimal control law is of bang-bang type and that it can be computed by solving a two-point boundary value problem (TPBVP) involving systems of nonlinear integro-partial differential equations.Keywords
This publication has 1 reference indexed in Scilit:
- Optimal Control of Partially Observable DiffusionsSIAM Journal on Control, 1968