Probabilistic and deterministic averaging
نویسندگان
چکیده
منابع مشابه
Averaging and Deterministic Optimal Control 769
Averaging is often used in ordinary differential equations when dealing with fast periodic phenomena. It is shown here that it can be used efficiently in optimal control. As the period tends to zero, a limit or "averaged" problem is defined. The open loop optimal control of the limit problem induces a cost which is optimal up to the second order when evaluated through the original dynamics. The...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1982
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-1982-0637702-1