A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
type: Item
instance of: scholarly article
title: A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
zbMATH Open document ID: 0281.93017
DOI: 10.1016/0022-247X(74)90043-2
published in: Journal of Mathematical Analysis and Applications
publication date: 1974-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E99
zbMATH DE Number: 3441952
author: David H. Jacobson
MaRDI profile type: Publication
cites work: Optimal Stationary Control of a Linear System with State-Dependent Noise
cites work: Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic Criteria
description: scientific article; zbMATH DE number 3441952