A linear controller for systems with noise coefficients

DOI10.1007/BF01055964zbMath0603.93067MaRDI QIDQ1083418

T. V. Khrisanova

Publication date: 1985

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear systems in control theory (93C05) Dynamic programming (90C39) Optimal stochastic control (93E20)

Cites Work

• Nonlinear Frisch equations
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