On the LQG theory with bounded control (Q601741)

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On the LQG theory with bounded control
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    Statements

    title
    On the LQG theory with bounded control (English)
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    publication date
    29 October 2010
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    zbMATH Keywords
    optimal control
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    stochastic control
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    Hamilton-Jacobi-Bellman equation
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    asymptotic behavior
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    author
    Daniil V. Iourtchenko
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    José Luis Menaldi
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    Alexander S. Bratus'
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N10
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    60H10
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    zbMATH DE Number
    5808441
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