Optimal Continuous Stochastic Control Systems with Incomplete Feedback: Approximate Synthesis

Abstract

The sufficient ε-optimality conditions for the control of the nonlinear continuous stochastic systems with incomplete feedback were formulated and proved. They enabled one to estimate the precision of approximate control as compared with the value-optimal performance functional. Relations were established to determine the ε-optimal control, and a strategy was worked out to determine its use in minimizing the total mismatch of the resulting relations.