Controlled linear stochastic systems with coefficients depending on a random sequence

MaRDI QIDQ1293603zbMATH OpenFDO

Authors Yu. V. Zaitseva

Publication date 7 June 2000

Published in Russian Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal controldiscrete systemquadratic cost functioncontrolled linear stochastic recurrent equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(1)

• scientific article; zbMATH DE number 1120054 (Why is no real title available?)

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