Optimal control of discrete stochastic 2-D systems

被引：2
|
作者：
Belbas, SA
机构：
来源：
PROCEEDINGS OF THE TWENTY-NINTH SOUTHEASTERN SYMPOSIUM ON SYSTEM THEORY | 1997年
关键词：
D O I：
10.1109/SSST.1997.581716
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We obtain dynamic programming equations for the control of a nonlinear stochastic finite-difference equation in ''two-dimensional time''. The stochastic perturbations are random fields of ''white noise'' type on a two-dimensional lattice. We obtain two different types of dynamic programming equations, corresponding to qualitatively different sets of admissible control policies.
引用
收藏
页码：493 / 497
页数：5
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