A stochastic optimal feedback control problem with random-sized jumps
type: Item
instance of: scholarly article
title: A stochastic optimal feedback control problem with random-sized jumps
zbMATH Open document ID: 0760.93084
DOI: 10.1007/BF02169498
author: Diana L. Pallant
author: Timothy C. Brown
published in: Dynamics and Control
publication date: 1993-01-16T00:00:00Z
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 95525
zbMATH Keywords: optimal feedback control
zbMATH Keywords: partially observed linear system with noise
describes a project that uses: MISER3
MaRDI profile type: Publication
cites work: Sequential gradient-restoration algorithm for optimal control problems with general boundary conditions
cites work: Q3756880
cites work: Primal-dual properties of sequential gradient-restoration algorithms for optimal control problems. II: General problem
cites work: Differential systems involving impulses
full work available at URL: https://doi.org/10.1007/bf02169498
OpenAlex ID: W2079266268
description: scientific article; zbMATH DE number 95525