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An algorithm for optimizing discrete stochastic systems with unknown parameters

✍ Scribed by V. M. Perel'muter

Publisher
Springer US
Year
1978
Tongue
English
Weight
436 KB
Volume
14
Category
Article
ISSN
1573-8337

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πŸ“œ SIMILAR VOLUMES

Linear square optimal control problem fo
Linear square optimal control problem for stochastic difference equations with unknown parameters
✍ R.P. Agarwal; L.E. Shaikhet πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 435 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see, for example, [l-3]). In this paper, the optimal control in final form is obtained for optimal control problem of stochastic linear difference equation with unknown parameters