Stationary optimal control of a stochastic system with stable environmental interferences |
| |
| Authors: | P. T. Liu |
| |
| Affiliation: | (1) Department of Mathematics, University of Rhode Island, Kingston, Rhode Island |
| |
| Abstract: | ![]()
In this paper, we consider a class of nonstationary control systems. We obtain some conditions for stationary optimal controls of such systems. The results are then applied to a linear-quadratic system. |
| |
| Keywords: | Stochastic difference equations stable sequence of events stationary controls dynamic programming |
| 本文献已被 SpringerLink 等数据库收录！ |
