Asymptotically-optimum-in-distribution control actions for a linear stochastic system with a quadratic functional

zbMath0928.93064MaRDI QIDQ1284309

T. A. Belkina, Ernst L. Presman

Publication date: 9 January 2000

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

zbMATH Keywords

adaptive strategiesquadratic optimal controlstochastic modelstationary strategyasymptotic optimality in distribution

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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