Publication:3822086
From MaRDI portal
zbMath0668.93084MaRDI QIDQ3822086
Publication date: 1988
stochastic optimal control; numerical techniques; practical implementation; linear/bilinear models; systems with multiplicative and additive noise
93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory
93E20: Optimal stochastic control