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Minimax law of control for a multidimensional, time continuous, linear stochastic system

 

作者: S. Trybuza,  

 

期刊: Statistics  （Taylor Available online 1989）
卷期: Volume 20, issue 2  

页码: 319-330

 

ISSN:0233-1888

 

年代: 1989

 

DOI:10.1080/02331888908802175

 

出版商: Akademie-Verlag

 

关键词: Primary 93E20;secondary 62E20;Linear control systems;exponential families;minimax control policies;generalized BELLMAN equation;process with independen increments;natural parametrization o distribution

 

数据来源: Taylor

 

摘要:

In the paper the problem of minimax is considered for multidimensional time continuous, linear stochastic system defined in (7) when the loss function is given by (11), Main results are presented in Section 6 (Theorem 1 and 2)

 

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