Solution of an optimal control problem for a class of discrete stochastic two-parameter systems (Q1905154)

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scientific article; zbMATH DE number 830615
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Solution of an optimal control problem for a class of discrete stochastic two-parameter systems
scientific article; zbMATH DE number 830615

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    Solution of an optimal control problem for a class of discrete stochastic two-parameter systems (English)
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    8 January 1996
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    An optimal control problem for a class of discrete stochastic two-parameter systems is considered. It is shown that the problem can be reduced to an equivalent one-parameter problem. The optimal control law has the form of a state-feedback.
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    optimal control
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    discrete
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    two-parameter systems
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