Existence of an Optimal Control for Systems with Jump Markov Disturbances
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Publication:4115060
DOI10.1137/0314057zbMath0345.93074OpenAlexW2145007591MaRDI QIDQ4115060
Publication date: 1976
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0314057
Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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