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Feedback under control-dependent Markov disturbances: A discrete maximum principle - MaRDI portal

Feedback under control-dependent Markov disturbances: A discrete maximum principle

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Publication:1916718

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DOI10.1006/JMAA.1996.0023zbMath0855.93095OpenAlexW2010856647MaRDI QIDQ1916718

Pham T. Nhu

Publication date: 4 February 1997

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1996.0023

zbMATH Keywords

stochastic maximum principle discrete-time Markov type perturbations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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