Asymmetric Wiener Control (Q3663148)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymmetric Wiener Control |
scientific article |
Statements
Asymmetric Wiener Control (English)
0 references
1983
0 references
Wiener control
0 references
integral discounted quadratic cost function
0 references
asymmetric bounds
0 references
Bellman equations
0 references
Ito integrals
0 references