Abstract: A versatile and practical method of searching a parameter space is presented. Theoretical and experimental results illustrate the usefulness of the method for such problems as the experimental ...

Abstract: We consider the stochastic system ẋ(t) = f(x(t), u(t)) + ξ(t) where ξ(t) is a noise term, with loss criterion E 0T g(x, u)dt. A method of computing a correction to the optimal deterministic ...