Performance bounds for discrete-time stochastic optimal control problems†

DOI10.1080/00207176908905850zbMath0176.39502OpenAlexW2018940258MaRDI QIDQ5568640

Y. Tsuneo, Yoshikazu Sawaragi

Publication date: 1969

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207176908905850

zbMATH Keywords

ordinary differential equations

Related Items (1)

Linear stochastic optimal control under information rate constraints †

Cites Work

• Optimal control of Markov processes with incomplete state information
• A study of the relationship between identification and optimization in adaptive control problems

This page was built for publication: Performance bounds for discrete-time stochastic optimal control problems†