text: Volume 26 Issue 5 • October 1981
  Asymptotic methods in the theory of optimal control
  N. Moiseev ; F. Chernousko
  Publication Year: 1981, Page(s):993	- 1000
  The paper gives a survey of some works devoted to methods of the small parameter for the solution of optimal control problems. It is well known that these problems are difficult both for analytical and numerical approaches. Exact analytical solutions exist only for specific classes of optimal control problems. A numerical solution is possible for optimal program (open-loop) controls, but it become... View full abstract»
  The certainty equivalence property in stochastic control theory
  H. Van de Water ; J. Willems
  Publication Year: 1981, Page(s):1080	- 1087
  In this paper we will give a general formulation of the certainty equivalence principle for stochastic optimal control problems. Special attention is paid to the question: "What do we mean by a certainty equivalence control law?" It is then shown that in this context the LQG-problem is indeed certainty equivalent. View full abstract»