No label defined (Q3967383)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
1982
0 references
discrete time stochastic process
0 references
exogenous random disturbances
0 references
non- Markovian
0 references
martingale type of optimality condition
0 references
stochastic calculus
0 references
convex optimization
0 references
optimal control
0 references