scientific article; zbMATH DE number 4179271

MaRDI QIDQ3202934zbMATH OpenFDO

Authors Alain Le Breton

Publication date 1990

zbMATH Keywords

dynamic programminginfinite varianceBernoulli type equation

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

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Cited in

(2)

• On the stochastic linear regulator problem for systems with infinite invariance
• A note on the synthesis of nonquadratic optimal control in a one-dimensional linear system

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