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Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis - MaRDI portal

Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis (Q1641950)

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scientific article; zbMATH DE number 6891761
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English
Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
scientific article; zbMATH DE number 6891761

    Statements

    Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis (English)
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    20 June 2018
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    incomplete information
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    incomplete feedback
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    optimal control
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    approximate methods
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    extension principle
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    stochastic system
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    optimality conditions
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