Publication:3964441

zbMath0498.93072MaRDI QIDQ3964441

P. V. Pakshin

Publication date: 1982

zbMATH Keywords

discrete white noise; quadratic cost functional; randomly perturbed discrete systems

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

49K45: Optimality conditions for problems involving randomness

15B51: Stochastic matrices

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