Q3997540
type: Item
instance of: scholarly article
zbMATH Open document ID: 0718.93068
publication date: 1992-09-17T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93-02
Mathematics Subject Classification ID: 93B35
Mathematics Subject Classification ID: 91A60
zbMATH DE Number: 48691
zbMATH Keywords: risk-sensitive control
zbMATH Keywords: quadratic cost function
zbMATH Keywords: LQG theory
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: recursive methods of optimization
zbMATH Keywords: Riccati equation
author: Peter Whittle
MaRDI profile type: Publication
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description: scientific article