Optimality in probability and almost surely. the general scheme and a linear regulator problem

DOI10.1080/17442509308833832zbMath0779.60041OpenAlexW2054789606MaRDI QIDQ3141164

Ernst L. Presman, Vladimir I. Rotar', Michael I. Taksar

Publication date: 19 January 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833832

zbMATH Keywords

stochastic controlstochastic differential systemsovertaking optimalityalmost surely optimal policyoptimal in probabilitystationary linear regulator

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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