The solution classical and quantum feedback optimal control problem without the Bellman Equation

Details The solution classical and quantum feedback optimal control problem without the Bellman Equation The solution classical and quantum feedback optimal control problem without the Bellman Equation

2008-11-13

arxiv.org/abs/0811.2170v4

Physics

Data Analysis, Statistics and Probability

295 pages

Scientific paper

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.

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