Multi-Stage Planning and the Extended Linear-Quadratic-Gaussian Control Problem (Q4744044)
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scientific article; zbMATH DE number 3799384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-Stage Planning and the Extended Linear-Quadratic-Gaussian Control Problem |
scientific article; zbMATH DE number 3799384 |
Statements
Multi-Stage Planning and the Extended Linear-Quadratic-Gaussian Control Problem (English)
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1983
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linear-quadratic-Gaussian control problem
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multi-stage planning processes
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optimal forecasts for the state variables
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stochastic control
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economic control
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