A lower bound for optimal risk in dual control problems

MaRDI QIDQ372265zbMATHFDO

Authors A. V. Spiridonov, I. V. Time

Publication date 15 October 2013

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(1)

• Duality and lower bounds in optimal stochastic control

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