Control problems with random and progressively known targets

DOI10.1007/BF00940309zbMath0631.93078MaRDI QIDQ1095105

Arie Leizarowitz

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

feedbackBellman equationlinear-quadratic systemspoints of informationunknown targets

Mathematics Subject Classification ID

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

Cites Work

• Optimal control theory
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