A probabilistic version of the turnpike theorem for homogeneous convex control models

DOI10.1007/BF01141206zbMath0567.60048OpenAlexW2002414038MaRDI QIDQ1059925

S. E. Kuznetsov, Igor V. Evstigneev

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01141206

zbMATH Keywords

control model

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Cites Work

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