A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors

چکیده مقاله

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.