Further aesults on decomposition for stochastic dynamic systems

DOI10.1080/02331938008842639MaRDI QIDQ3674524zbMATH OpenOpenAlexWikidataFDO

Authors Hans W. Gottinger

Publication date 1980

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938008842639

zbMATH Keywords

decompositionlinear-quadratic Gaussian systems

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decomposition methods (49M27) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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