Bayesian optimal control for a non-autonomous stochastic discrete time system

DOI10.1016/j.amc.2015.11.002zbMath1410.93147OpenAlexW2185613905MaRDI QIDQ668862

Ioannis K. Dassios, Krzysztof J. Szajowski

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.11.002

zbMATH Keywords

controlsingular systemdisturbancesoptimal

Mathematics Subject Classification ID

Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Applications of difference equations (39A60)

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