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Q3967383 - MaRDI portal

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    Statements

    author
    Stanley R. Pliska
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    publication date
    1982
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    zbMATH Keywords
    discrete time stochastic process
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    exogenous random disturbances
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    non- Markovian
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    martingale type of optimality condition
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    stochastic calculus
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    convex optimization
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    optimal control
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    Identifiers

    Mathematics Subject Classification ID
    90C40
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    93E20
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    90C39
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    zbMATH DE Number
    3790234
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