| Authors | _ |
|---|---|
| Journal | European Journal of Control |
| Page number | 1-8 |
| Serial number | 27 |
| Volume number | 1 |
| Paper Type | Full Paper |
| Published At | 2023 |
| Journal Type | Typographic |
| Journal Country | France |
| Journal Index | JCR،Scopus |
Abstract
We will develop a time-averaging method to compute an approximate control for a stochastic differen- tial 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.