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On the structure of stochastic control laws

Abstract:

Stochastic control theory is introduced and its importance relative to control science in general is discussed. It is noted that although most practical control problems are stochastic in some sense, stochastic control theory has found few successful applications.

One of the major reasons for this dearth of practical applications is considered to be the difficulty of finding optimal solutions for most stochastic control problems. Consequently, suboptimal solutions are usually neces...

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Institution:
University of Oxford
Role:
Author

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Role:
Supervisor
Publication date:
1971
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Source identifiers:
601870699
Language:
English
UUID:
uuid:b60c466a-7435-4a3d-b17b-53adb16ec5e4
Local pid:
td:601870699
Deposit date:
2015-03-26

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