@inbook{dd36c3847436403c8c95d8019f1058cc,

title = "Stochastic Control Problems",

abstract = "A stochastic control problem is to determine a control law within a rather general set of control laws such that the closed-loop system meets prespecified control objectives. A stochastic control problem is motivated by control problem of engineering, economics, or other areas of the sciences. The concepts of an information pattern, a control law, and of a closed-loop stochastic system are defined. The main control objectives are stability, optimization of performance, and robustness in case of changes in the control system. Control synthesis at a theoretic level is described. Statistical decision problems are treated as elementary stochastic control problems in which there is no dynamics.",

keywords = "Control law, Stochastic control problems",

author = "{van Schuppen}, {Jan H.}",

year = "2021",

doi = "10.1007/978-3-030-66952-2_11",

language = "English",

series = "Communications and Control Engineering",

publisher = "Springer ",

pages = "399--434",

editor = "{van Schuppen}, J.H.",

booktitle = "Control and System Theory of Discrete-Time Stochastic Systems",

}