scientific article; zbMATH DE number 4179270

MaRDI QIDQ3202933zbMATH OpenFDO

Authors I. B. Bajsakalov

Publication date 1986

zbMATH Keywords

continuous-timestochastic disturbances

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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