Synthesis of optimal strategies in random-duration stochastic control problems

zbMath0414.93060MaRDI QIDQ599769

A. A. Gak, Vladimir Katkovnik

Publication date: 1977

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

synthesisstopping ruleoptimal strategiesquadratic functionallinear stochastic system

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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