Numerical solution of an optimal control problem with a probability criterion

DOI10.1109/TAC.1972.1100039zbMath0263.93068MaRDI QIDQ5680022

Peter Dorato, Leo J. van Mellaert

Publication date: 1972

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

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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