Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (Q3567518)

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scientific article; zbMATH DE number 5722234
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    Cumulant Control Systems: The Cost-Variance, Discrete-Time Case
    scientific article; zbMATH DE number 5722234

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      Cumulant Control Systems: The Cost-Variance, Discrete-Time Case (English)
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      17 June 2010
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      random cost
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      Kalman control gain formulas
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      discrete-time systems
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      Bellman's optimal cost recursion
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