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.
Published in:
Automatic Control, IEEE Transactions on
(Volume:26
,
Issue:
2
)
Date of Publication: Apr 1981