Open AccessAdditive Control of Stochastic Linear Systems with Finite Horizon
Author(s) -
Pao–Liu Chow,
JoséLuis Menaldi,
Maurice Robin
Publication year - 1985
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.486
H-Index - 116
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/0323051
Subject(s) - mathematics , monotone polygon , optimal control , state space , stochastic control , boundary (topology) , state (computer science) , monotonic function , stochastic differential equation , mathematical optimization , domain (mathematical analysis) , linear system , mathematical analysis , algorithm , statistics , geometry
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