Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (Q3986090)
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scientific article; zbMATH DE number 28253
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| English | Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost |
scientific article; zbMATH DE number 28253 |
Statements
Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (English)
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27 June 1992
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stochastic optimal control
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linear stochastic differential equations
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homogeneous Markov process
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0.8650407195091248
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0.8511258363723755
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0.8487932085990906
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