Mixed optimal control for discrete-time stochastic systems with random coefficients
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Publication:2107622
DOI10.1016/j.sysconle.2022.105383zbMath1505.93291OpenAlexW4302293615MaRDI QIDQ2107622
Ya-Wen Sun, Hongdan Li, Huan-Shui Zhang
Publication date: 2 December 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105383
random coefficientsRiccati-type difference equationforward and backward stochastic difference equationsmixed deterministic and random optimal control
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic difference equations (39A50)
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