scientific article

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stochastic maximum principle Riccati equation risk-sensitive control quadratic cost function LQG theory recursive methods of optimization

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

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