Optimal stationary linear control of the Wiener process (Q1146157)
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scientific article; zbMATH DE number 3698847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stationary linear control of the Wiener process |
scientific article; zbMATH DE number 3698847 |
Statements
Optimal stationary linear control of the Wiener process (English)
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1981
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stationary stochastic control
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Bellman equation
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invariant measures
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nonanticipative laws
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dead zone controllers
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