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Advances in noise modeling for stochastic systems in optimal control - MaRDI portal

Advances in noise modeling for stochastic systems in optimal control (Q2674977)

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Advances in noise modeling for stochastic systems in optimal control
scientific article

    Statements

    title
    Advances in noise modeling for stochastic systems in optimal control (English)
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    publication date
    19 September 2022
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    zbMATH Keywords
    stochastic control
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    Rosenblatt processes
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    linear-quadratic stochastic control
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    author
    Tyrone E. Duncan
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    Bozenna Pasik-Duncan
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N10
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    60H30
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    zbMATH DE Number
    7587852
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    OpenAlex ID
    W4224941572
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