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Stationary optimal control of a stochastic system with stable environmental interferences |
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| Authors: | P T Liu |
| Institution: | (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 |
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