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Stochastic control with optimal random duration when observations are indirect - MaRDI portal

Stochastic control with optimal random duration when observations are indirect

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Publication:1150345

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zbMath0455.93058MaRDI QIDQ1150345

A. A. Gak, Vladimir Katkovnik

Publication date: 1980

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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