Overtaking Optimal Regulation and Tracking of Piecewise Diffusion Linear Systems
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Publication:4012455
DOI10.1137/0330045zbMath0767.93084MaRDI QIDQ4012455
Arie Leizarowitz, Alain B. Haurie
Publication date: 27 September 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0330045
93E20: Optimal stochastic control
49J55: Existence of optimal solutions to problems involving randomness
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