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A lower bound for optimal risk in dual control problems

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Publication:372265
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zbMATH Open1273.93179MaRDI QIDQ372265FDOQ372265


Authors: A. V. Spiridonov, I. V. Time Edit this on Wikidata


Publication date: 15 October 2013

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





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Mathematics Subject Classification ID

Optimal stochastic control (93E20)



Cited In (1)

  • Duality and lower bounds in optimal stochastic control





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