Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system

zbMath0854.93148MaRDI QIDQ1913076

I. E. Kazakov

Publication date: 2 June 1996

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

zbMATH Keywords

quadratic optimality criterionlinear Gaussian control

Mathematics Subject Classification ID

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

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