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Controlling a random-structure linear discrete dynamic system by a quadratic criterion with constraints on the control - MaRDI portal

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Controlling a random-structure linear discrete dynamic system by a quadratic criterion with constraints on the control (Q1335853)

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scientific article; zbMATH DE number 652131
Language Label Description Also known as
English
Controlling a random-structure linear discrete dynamic system by a quadratic criterion with constraints on the control
scientific article; zbMATH DE number 652131

    Statements

    title
    Controlling a random-structure linear discrete dynamic system by a quadratic criterion with constraints on the control (English)
    0 references
    author
    S. Ya. Zhuk
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    I. V. Mekhedov
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    publication date
    3 November 1994
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    zbMATH Keywords
    discrete maximum principle
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    mixed Markov processes
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    statistical computer modeling
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    93B50
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    93C05
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    zbMATH DE Number
    652131
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