Minimax law of control for a multidimensional, time continuous, linear stochastic system

DOI10.1080/02331888908802175zbMath0688.93066OpenAlexW1968580145MaRDI QIDQ4207860

Stanislaw Trybula

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802175

zbMATH Keywords

statistical decision theoryminimax control

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Minimax procedures in statistical decision theory (62C20) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Unnamed Item
• Natural exponential families with quadratic variance functions
• Analytical Aspects of Exponential Families of Distribution Functions
• Generalized Hyperbolic Secant Distributions

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