First passage problems for nonstationary discrete-time stochastic control systems
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Publication:389826
DOI10.3166/EJC.18.528-538zbMath1291.93328MaRDI QIDQ389826
Onésimo Hernández-Lerma, Xianping Guo, Adrián Hernández-del-Valle
Publication date: 21 January 2014
Published in: European Journal of Control (Search for Journal in Brave)
discrete-time systems; target sets; first passage time; nonlinear stochastic systems; nonstationary stochastic systems
93C10: Nonlinear systems in control theory
93C55: Discrete-time control/observation systems
93E20: Optimal stochastic control
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