Linearly-quadratic problem of stochastic control

zbMath0739.93081MaRDI QIDQ1175869

Yu. F. Kazarinov, Vladimir N. Fomin

Publication date: 25 June 1992

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

zbMATH Keywords

stochastic control problempartial observable discrete time linear system with additive states

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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