Ottimalità quasi certa nel controllo stocastico
Bollettino dell'Unione Matematica Italiana (1999)
- Volume: 2-A, Issue: 1S, page 157-160
- ISSN: 0392-4041
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topTrivellato, Barbara. "Ottimalità quasi certa nel controllo stocastico." Bollettino dell'Unione Matematica Italiana 2-A.1S (1999): 157-160. <http://eudml.org/doc/219399>.
@article{Trivellato1999,
author = {Trivellato, Barbara},
journal = {Bollettino dell'Unione Matematica Italiana},
language = {ita},
month = {1},
number = {1S},
pages = {157-160},
publisher = {Unione Matematica Italiana},
title = {Ottimalità quasi certa nel controllo stocastico},
url = {http://eudml.org/doc/219399},
volume = {2-A},
year = {1999},
}
TY - JOUR
AU - Trivellato, Barbara
TI - Ottimalità quasi certa nel controllo stocastico
JO - Bollettino dell'Unione Matematica Italiana
DA - 1999/1//
PB - Unione Matematica Italiana
VL - 2-A
IS - 1S
SP - 157
EP - 160
LA - ita
UR - http://eudml.org/doc/219399
ER -
References
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- PRESMAN, E.L., Optimality almost sure and in probability for stochastic linear quadratic regulator, Theory of Probability and its Applications, 42 (1997), 531-535. Zbl0924.60010MR1618756DOI10.1137/S0040585X97976362
- PRESMAN, E.L., ROTAR, V.I. and TAKSAR, M., Optimality in probability and almost surely. The general scheme and a linear regulator problem, Stochastics and Stochastics Reports, 43 (1993), 127-133. Zbl0779.60041MR1277161
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