๐”– Bobbio Scriptorium
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Stochastic control by measure transformation: A general existence result

โœ Scribed by M.H.A. Davis; M. Kohlmann


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
658 KB
Volume
21
Category
Article
ISSN
0020-0255

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๐Ÿ“œ SIMILAR VOLUMES


A generalized certainty-equivalence resu
โœ W.J. Runggaldier ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 180 KB

The certainty-equivalence property, known to hold that under certain assumptions for the linear-quadratic stochastic control problem, is extended to more complex situations, when the system noise variables are related to a complicated (nonlinear) system, whose state can be partially observed, where