Journal of the Society for Industrial and Applied Mathematics Series A Control · 1964 · 110 citations · 3 references
Natural SciencesMathematicsDynamical SystemsStochastic ModelingStochastic ProcessesControl Of Dynamical SystemsControl SystemsControl TheoryFeedback ControlOptimal ControlStochastic ControlOpen-loop ControlOpen-loop Optimal ControlOptimal Control Of Nonlinear SystemsOptimal Control Of Stochastic SystemsOptimal Feedback ControlStochastic Dynamical SystemsStochastic Optimal Control
The optimal control of stochastic systems is considered. Under various assumptions concerning the information available to the controller, different optimal control rules result. For certain specific problems, the different control schemes are analyzed and compared, and the vast superiority of feedback over open-loop control is demonstrated.
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A Note on Certainty Equivalence in Dynamic Planning
Henri Theil · Econometrica · 1957 · 240 citations
Harold J. Kushner · IRE Transactions on Automatic Control · 1962 · 171 citations