General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion

zbMath0905.93040MaRDI QIDQ1386955

I. E. Kazakov

Publication date: 9 February 1999

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

optimal stochastic controlnonlinear stochastic systemquadratic criterion

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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