D. Assaf et Y. Ritov, DYNAMIC SAMPLING APPLIED TO PROBLEMS IN OPTIMAL-CONTROL, Journal of optimization theory and applications, 95(3), 1997, pp. 565-580
Dynamic sampling utilizes the option of varying the sampling rates acc
ording to the situation of the systems, thus obtaining procedures with
improved efficiencies. In this paper, the technique is applied to a t
ypical problem in optimal control theory, that of tracking and control
ling the position of an object. It is shown that the dynamic sampling
results in a significantly improved procedure for this case, even when
applying a suboptimal policy which can be analyzed in closed form.