Extremal control of Wiener processes
Extremal control of Wiener type processes is considered. These modelsconsists of a linear part followed by a static nonlinearity. We will considernonlinearities having one extremum point. The purpose is tokeep the output of the process as close as possible to the extremum point.The main problem in the control of this kind of processesis the non-uniqueness of the inverseof the nonlinearity. This ca