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Cumulant Control Systems: The Cost-Variance, Discrete-Time Case - MaRDI portal

Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (Q3567518)

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Cumulant Control Systems: The Cost-Variance, Discrete-Time Case
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    Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (English)
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    17 June 2010
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    random cost
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    Kalman control gain formulas
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    discrete-time systems
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    Bellman's optimal cost recursion
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