Stochastic Optimal Control of Linear Dynamic Systems

DOI10.2514/3.49403zbMATH Open0321.93056OpenAlexW2066582353MaRDI QIDQ4083304

J. L. Speyer, Donald E. Gustafson

Publication date: 1974

Published in: AIAA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.49403

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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