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DOI10.7641/CTA.2016.50117zbMath1349.93414MaRDI QIDQ2994199

Wanqing Xie, Gaosheng Zhang, Jin Zhu, Hong-Sheng Xi

Publication date: 10 August 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control separation principle stochastic systems nonhomogeneous Markov chains

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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