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A problem of optimal impulse correction

โœ Scribed by S. B. Kirichenko


Book ID
112472727
Publisher
Springer
Year
1989
Tongue
English
Weight
248 KB
Volume
41
Category
Article
ISSN
0041-5995

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Optimal correction problem of a multidim
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For a stochastic system governed by a multidimensional Brownian motion with additive controllable input, optimality equations are solved and the existence and uniqueness of the optimal policy is proved.