Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion
DOI10.1134/S0005117918020017zbMath1391.93291OpenAlexW2789946640WikidataQ130169648 ScholiaQ130169648MaRDI QIDQ1642030
Publication date: 20 June 2018
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117918020017
Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Dynamic programming (90C39) Optimal stochastic control (93E20)
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