Optimal control of linear stochastic systems described by functional differential equations

DOI10.1007/BF00932588zbMath0228.93030OpenAlexW2006522420MaRDI QIDQ5921443

Antti J. Koivo

Publication date: 1972

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00932588

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites Work

• Determination of a dynamical model for time-lag systems using a second- order method
• On the Separation Theorem of Stochastic Control
• Optimal Stationary Control of a Linear System with State-Dependent Noise

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