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Minimum time control for a minimum cost control problem in banach space

✍ Scribed by R. N. Mukherjee


Publisher
Springer Netherlands
Year
1988
Tongue
English
Weight
742 KB
Volume
19
Category
Article
ISSN
0031-5303

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A minimum principle for stochastic contr
✍ Huibert Kwakernaak πŸ“‚ Article πŸ“… 1981 πŸ› Elsevier Science 🌐 English βš– 240 KB

A minimum principle for stochastic control problems with output feedback is derived by applying Bismut's minimum principle for stochastic control problems with full information about the past to the Kushner-Stratonovitch equation describing the controlled evolution of the conditional density of the