Optimal bounded control with linear stochastic equations and quadratic cost

DOI10.1016/0022-247X(66)90159-4zbMath0146.33003MaRDI QIDQ2524281

E. G. Kounias

Publication date: 1966

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

zbMATH Keywords

ordinary differential equations

Related Items (1)

Optimal stochastic control

Cites Work

• A maximum principle for stochastic control systems
• On Bellman's functional equation and a class of time-optimal control systems
• On the minimum effort regulation of stationary linear systems
• Optimal stochastic control systems
• Optimum control of certain linear systems with quadratic loss. I
• Optimal control - A review of theory and practice.
• Remarks Concerning the Riccati Equation
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