Optimal control of a class of nonlinear stochastic systems (Q3931287): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 14:32, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal control of a class of nonlinear stochastic systems |
scientific article |
Statements
Optimal control of a class of nonlinear stochastic systems (English)
0 references
1981
0 references
stochastic optimal control
0 references
Bellman's principle of optimality
0 references
separation principle of filtering and control
0 references
bilinear stochastic systems
0 references