Solution of the discrete-time stochastic optimal control problem in the 2-domain

DOI10.1080/00207727908941666zbMath0424.93044OpenAlexW2020137228MaRDI QIDQ3859676

M. J. Grimble

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941666

zbMATH Keywords

optimal controldiscrete-timestochastic controlZbl 0256.23070

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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