Stochastic Optimal Control
<p>H. J. Kushner has obtained the differential equation satisfied by the optimal feedback control law for a stochastic control system in which the plant dynamics and observations are perturbed by independent additive Gaussian white noise processes. However, the differentiation includes th...
Internet
https://thesis.library.caltech.edu/9122/1/Early_bn_1970.pdfEarly, Benjamin Nathaniel (1970) Stochastic Optimal Control. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/2F63-GT04. https://resolver.caltech.edu/CaltechTHESIS:08282015-143654533 <https://resolver.caltech.edu/CaltechTHESIS:08282015-143654533>