Optimal control of a stochastic system with an exponential-of-integral performance criterion
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Publication:1329780
DOI10.1016/0167-6911(94)90089-2zbMath0815.93084OpenAlexW2021135967MaRDI QIDQ1329780
Publication date: 1994
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(94)90089-2
stochastic differential gamesoptimal stochastic controlcontinuous-timecontinuous-time control systems
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