The Optimal Control of a Stochastic System

DOI10.1137/0315048zbMath0359.93046OpenAlexW1996679937MaRDI QIDQ4132088

Robert J. Elliott

Publication date: 1977

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0315048

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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