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On a problem of quasi-optimal impulse correction of stochastic systems

โœ Scribed by L. A. Zuev

Book ID
105074069
Publisher
Springer US
Year
1991
Tongue
English
Weight
225 KB
Volume
53
Category
Article
ISSN
1573-8795

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๐Ÿ“œ SIMILAR VOLUMES

Optimal correction problem of a multidim
Optimal correction problem of a multidimensional stochastic system
โœ J.L. Menaldi; M.I. Taksar ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 705 KB

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.