Further aesults on decomposition for stochastic dynamic systems

DOI10.1080/02331938008842639zbMath0522.93069OpenAlexW2085957220WikidataQ126251858 ScholiaQ126251858MaRDI QIDQ3674524

Hans W. Gottinger

Publication date: 1980

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938008842639

zbMATH Keywords

decompositionlinear-quadratic Gaussian systems

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Decomposition methods (49M27)

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