scientific article; zbMATH DE number 4179271

zbMATH Open0715.93067MaRDI QIDQ3202934FDOQ3202934

Authors: Alain Le Breton 

Publication date: 1990

Title of this publication is not available (Why is that?)

Recommendations

• On the stochastic linear regulator problem for systems with infinite invariance
• Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
• Stochastic linear quadratic regulators with indefinite control weight costs. II
• ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
• scientific article; zbMATH DE number 1865424

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)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3202934)