Linear square optimal control problem for stochastic difference equations with unknown parameters
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Publication:1361210
DOI10.1016/S0895-7177(97)00002-2zbMath0881.93090MaRDI QIDQ1361210
Ravi P. Agarwal, Leonid Shaikhet
Publication date: 23 July 1997
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
93C55: Discrete-time control/observation systems
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
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Boundary value problems for general discrete systems on infinite intervals, Optimal control problem for nonlinear stochastic difference second kind Volterra equations
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