A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
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Publication:2982790
DOI10.1109/TAC.2014.2345243zbMath1360.93395MaRDI QIDQ2982790
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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