The solution classical and quantum feedback optimal control problem without the Bellman Equation
arXiv:0811.2170 · doi:10.4236/ojop.2013.21003
Abstract
A new approach, which is proposed in this paper allows one to construct the Bellman function V(t,x) and optimal control u(t) directly,i.e.,without any reference to the Bellman equation, by way of using strong large deviations principle for the solutions Colombeau-Ito's SDE.
295 pages