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Among the deterministic policies for the optimal control of stochastic systems the best one is of closed-loop type, because it presents the "dual effect" of control. The theoretical closed-loop solution structure is deduced from Bellman's principle but is very difficult to implement in the non-linear case. This communication presents a closed-loop solution by approximation of the minimum cost function by introduction of the gaussian sum method.
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on (Volume:17 )
Date of Conference: Jan. 1978