REALIZATION OF AN OPTIMAL STOCHASTIC CONTROL SYSTEM.
GRUMMAN AIRCRAFT ENGINEERING CORP BETHPAGE NY RESEARCH DEPT
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An attempt will be made to apply an optimal stochastic control policy to a realistically flavored dynamical system differing to some extent from the system assumed in the development of the policy. The justification for this will rest on the quality of performance of the resulting system. This paper is a preliminary report on a study of this kind. Author
- Statistics and Probability