Generalized certainty equivalence and dual effect in stochastic control

DOI10.1109/TAC.1975.1101108zbMath0317.93079OpenAlexW2002367992MaRDI QIDQ4079479

Edison Tse, Yaakov Bar-Shalom

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1109/tac.1975.1101108

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20)

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