NUMERICAL TREATMENT OF MINIMAX CONTROL PROBLEMS BY MULTIPLE SHOOTING

1986 ◽  
pp. 131-138
Author(s):  
H.J. Oberle
Keyword(s):  
Multiple Shooting ◽  
Control Problems ◽  
Numerical Treatment ◽  
Minimax Control

Composition and invariance methods for solving some stochastic control problems

1975 ◽  
Vol 7 (02) ◽  
pp. 299-329 ◽  
Author(s):  
V. E. Beneš
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Dynamical Systems ◽  
White Noise ◽  
Stochastic Control ◽  
Analytical Methods ◽  
Control Problems ◽  
Numerical Treatment ◽  
Partial Differential ◽  
Stochastic Control Problems

This paper considers certain stochastic control problems in which control affects the criterion through the process trajectory. Special analytical methods are developed to solve such problems for certain dynamical systems forced by white noise. It is found that some control problems hitherto approachable only through laborious numerical treatment of the non-linear Bellman-Hamilton-Jacobi partial differential equation can now be solved.

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