scientific article; zbMATH DE number 4204268

MaRDI QIDQ3352955zbMATH OpenFDO

Authors Raymond W. Rishel

Publication date 1990

zbMATH Keywords

continuous-time Markov processeslinear quadratic Gaussian problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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