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WebAs we will see later in §4.4.2, an optimal control α∗(·) is given by α∗(t) = ˆ 1 if 0 ≤ t≤ t∗ 0 if t∗ WebThe dual problem is optimal estimation which computes the estimated states of the system with stochastic disturbances by minimizing the errors between the true states and the estimated states. Combination of the two leads to optimal stochastic control. Applications of optimal stochastic control are to be found in science, economics, and ... british council swimmer
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