Optimality in probability and almost surely. the general scheme and a linear regulator problem (Q3141164)
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scientific article; zbMATH DE number 444724
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| English | Optimality in probability and almost surely. the general scheme and a linear regulator problem |
scientific article; zbMATH DE number 444724 |
Statements
Optimality in probability and almost surely. the general scheme and a linear regulator problem (English)
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19 January 1994
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stochastic control
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stochastic differential systems
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almost surely optimal policy
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optimal in probability
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stationary linear regulator
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overtaking optimality
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0.8756272792816162
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0.8753535747528076
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0.8475528359413147
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0.846226155757904
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