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Optimal feedback controls of P D-or P ID-type can be approximated very efficiently by optimal open-loop feedback controls based on optimal open-loop controls. Extending the standard construction, stochastic optimal open-loop feedback controls are constructed by taking into account still the random parameter variations in the control system. Hence,(More)
We propose isotropic probability measures deened on classes of smooth multivariate functions. These provide a natural extension of the classical isotropic Wiener measure to multivariate functions from C 2r. We show that in the corresponding average case setting the minimal errors of algorithms that use n function values are ? n ?(d+4r+1)=2d and ? n(More)
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