A comment on a dual control problem

DOI10.1109/TAC.1981.1102661zbMath0482.93077OpenAlexW2159982853MaRDI QIDQ3941308

Raymond W. Rishel

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102661

zbMATH Keywords

dual control problemcompletely observed stochastic control problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Brownian motion (60J65) Dynamic programming (90C39) Optimal stochastic control (93E20)

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