A Minimax Stochastic Optimal Control for Bounded-uncertain Systems (Q5327597)
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scientific article; zbMATH DE number 6196615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Minimax Stochastic Optimal Control for Bounded-uncertain Systems |
scientific article; zbMATH DE number 6196615 |
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A Minimax Stochastic Optimal Control for Bounded-uncertain Systems (English)
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8 August 2013
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minimax dynamical programming equation
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minimax stochastic optimal control
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state-dependent quasi Riccati equation
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stochastic averaging
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uncertain stochastic system
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