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Žampa, P. and Mošna, J. and Prautsch, P. : Some issues in optimal control . Proceedings of REDISCOVER 2004 , p. 82-85, University of Zagreb, Zagreb, 2004.


Synthesis of a stochastic optimal control system is presented here from a point of view of a recently outlined system theory. After a systematic derivation of an optimizing recursion, definition of a set of all competitive strategies as well as existence of an optimal state feedback law are discussed and illustrated on examples.

Detail of publication

Title: Some issues in optimal control
Author: Žampa, P. ; Mošna, J. ; Prautsch, P.
Language: English
Date of publication: 14 Jun 2004
Year: 2004
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of REDISCOVER 2004
Page: 82 - 85
ISBN: 953-184-077-6
Publisher: University of Zagreb
Address: Zagreb
Date: 14 Jun 2004 - 16 Jun 2004
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system theory, stochastic optimal control


 author = {\v{Z}ampa, P. and Mo\v{s}na, J. and Prautsch, P.},
 title = {Some issues in optimal control},
 year = {2004},
 publisher = {University of Zagreb},
 journal = {Proceedings of REDISCOVER 2004 },
 address = {Zagreb},
 pages = {82-85},
 ISBN = {953-184-077-6},
 url = {},