Synthesis of an optimal control for continuous Markov processes by semidefinite quality criteria

DOI10.1023/A:1002879801152zbMath1085.93029OpenAlexW35127689MaRDI QIDQ1778321

V. V. Khutortsev

Publication date: 17 June 2005

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

Full work available at URL: https://doi.org/10.1023/a:1002879801152

zbMATH Keywords

semidefinite quality criteria

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

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