Abstract
We will develop a time-averaging method to compute an approximate control for a stochastic differential equation. The obtained control is nonstochastic, easy to compute, and has an absolute advantage in exactness with admissible probabilities compared to direct approximate control. The results are applied to a linear reactor under small white noise and are verified through numerical simulations.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
