Asymptotic optimality in probability and almost surely for controls in the linear regulator problem

zbMATH Open0799.49015MaRDI QIDQ1319789

T. A. Konyukhova, Vladimir Rotar

Publication date: 8 May 1994

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

zbMATH Keywords

stochastic optimizationlinear dynamic system with quadratic costs

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55)

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