Optimal Stationary Control of a Linear System with State-Dependent Noise
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Publication:5622785
DOI10.1137/0305028zbMath0218.49003OpenAlexW2153461933MaRDI QIDQ5622785
Publication date: 1967
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0305028
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20)
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