Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables (Q5424048)
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scientific article; zbMATH DE number 5207842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables |
scientific article; zbMATH DE number 5207842 |
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Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables (English)
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2 November 2007
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linear discrete time dynamic control problem
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integral cost functional
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economic applications
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