Control of systems with jump Markov disturbances

DOI10.1109/TAC.1975.1100943zbMath0305.93059MaRDI QIDQ4062308

Raymond W. Rishel

Publication date: 1975

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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