Borkar, V. ; Varaiya, P. (1981) Finite chain approximation for a continuous stochastic control problem IEEE Transactions on Automatic Control, 26 (2). pp. 466-470. ISSN 0018-9286
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Official URL: http://ieeexplore.ieee.org/Xplore/login.jsp?url=ht...
Related URL: http://dx.doi.org/10.1109/TAC.1981.1102608
Abstract
A class of feedback policies called finitely switched (FS) policies is introduced. When a one-dimensional nonlinear stochastic system is controlled by FS policies there is a finite state Markov system which is equivalent to the original problem. The finite state problem can be solved by known Markov programming methods.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 81410 |
| Deposited On: | 06 Feb 2012 04:26 |
| Last Modified: | 06 Feb 2012 04:26 |
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