On asymmetric stochastic bang-bang control† (Q3931157)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On asymmetric stochastic bang-bang control† |
scientific article |
Statements
On asymmetric stochastic bang-bang control† (English)
0 references
1981
0 references
asymmetric control
0 references
Ito rule
0 references
linear regulator
0 references
integral powerloss
0 references
stochastic Wiener control problems
0 references
final value-control
0 references
quadratic regulator with loss
0 references
complete observation problem with loss
0 references