On optimal stationary control of systems with state dependent noise

DOI10.1109/TAC.1975.1101056MaRDI QIDQ4078637zbMATH OpenFDO

Authors R. S. Rana, A. K. Mahalanabis

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

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