scientific article; zbMATH DE number 703401

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zbMath0826.93068MaRDI QIDQ4317059

G. E. Kolosov

Publication date: 24 January 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimal control linear Bellman's equation dynamic programming method

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems with incomplete information (93C41) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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