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.(c) 2023 European Control Association. Published by Elsevier Ltd. All rights reserved.
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