Stochastic control
Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time.
academic discipline
Bernt ØksendalBozenna Pasik-DuncanCertainty equivalenceCertainty equivalence (control theory)Certainty equivalence principleCertainty equivalence propertyControl theoryData-driven control systemDimitri BertsekasDynamic decision-makingEmanuel TodorovExpected value of including uncertaintyGregory ChowHalil Mete SonerHigh-frequency tradingJakša CvitanićJohn MuthLinear–quadratic–Gaussian controlList of Shanti Swarup Bhatnagar Prize recipientsList of dynamical systems and differential equations topicsList of stochastic processes topicsLoss functionMabinogion sheep problemMalliavin calculusMark H. A. DavisMarkov chain approximation methodMerton's portfolio problemMultiplier uncertaintyNetworked control systemNicole El KarouiOptimal controlOptimal stoppingOutline of control engineeringRandom dynamical systemRandom matrixRichard H. StockbridgeRobert LiptserSeparation principle in stochastic controlSignal processingStatistical process control
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Stochastic control
Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables. Stochastic control aims to design the time path of the controlled variables that performs the desired control task with minimum cost, somehow defined, despite the presence of this noise. The context may be either discrete time or continuous time.
has abstract
El control estocástico es un s ...... discreto o de tiempo continuo.
@es
Sterowanie stochastyczne – gał ...... ych niepewność nie występuje).
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Stochastic control or stochast ...... crete time or continuous time.
@en
隨機控制(stochastic control)或隨機最优控 ...... 任務。隨機控制可能是配合離散時間系統,也可能是連續時間系統。
@zh
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comment
El control estocástico es un s ...... discreto o de tiempo continuo.
@es
Sterowanie stochastyczne – gał ...... ych niepewność nie występuje).
@pl
Stochastic control or stochast ...... crete time or continuous time.
@en
隨機控制(stochastic control)或隨機最优控 ...... 任務。隨機控制可能是配合離散時間系統,也可能是連續時間系統。
@zh
label
Control estocástico
@es
Sterowanie stochastyczne
@pl
Stochastic control
@en
隨機控制
@zh