Optimal stochastic control
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W.M. Wonham
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Article
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1969
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Elsevier Science
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English
โ 576 KB
Some informal remarks are offered on the present status and future direction of stochastic control. Summary--It is indicated that optimal stochastic control is still in its infancy, and that at the present time it has little use in practice although a wide class of problems can be precisely stated.