Linear square optimal control problem for stochastic difference equations with unknown parameters

10.1016/S0895-7177(97)00002-2

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Main Authors:	Agarwal, R.P., Shaikhet, L.E.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Optimal control problem Square cost functional Stochastic difference equations Unknown parameters
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103500
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-103500
record_format	dspace
spelling	sg-nus-scholar.10635-1035002024-11-08T19:56:52Z Linear square optimal control problem for stochastic difference equations with unknown parameters Agarwal, R.P. Shaikhet, L.E. MATHEMATICS Optimal control problem Square cost functional Stochastic difference equations Unknown parameters 10.1016/S0895-7177(97)00002-2 Mathematical and Computer Modelling 25 2 3-9 MCMOE 2014-10-28T02:37:59Z 2014-10-28T02:37:59Z 1997-01 Article Agarwal, R.P., Shaikhet, L.E. (1997-01). Linear square optimal control problem for stochastic difference equations with unknown parameters. Mathematical and Computer Modelling 25 (2) : 3-9. ScholarBank@NUS Repository. https://doi.org/10.1016/S0895-7177(97)00002-2 08957177 http://scholarbank.nus.edu.sg/handle/10635/103500 A1997WK61300002 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Optimal control problem Square cost functional Stochastic difference equations Unknown parameters
spellingShingle	Optimal control problem Square cost functional Stochastic difference equations Unknown parameters Agarwal, R.P. Shaikhet, L.E. Linear square optimal control problem for stochastic difference equations with unknown parameters
description	10.1016/S0895-7177(97)00002-2
author2	MATHEMATICS
author_facet	MATHEMATICS Agarwal, R.P. Shaikhet, L.E.
format	Article
author	Agarwal, R.P. Shaikhet, L.E.
author_sort	Agarwal, R.P.
title	Linear square optimal control problem for stochastic difference equations with unknown parameters
title_short	Linear square optimal control problem for stochastic difference equations with unknown parameters
title_full	Linear square optimal control problem for stochastic difference equations with unknown parameters
title_fullStr	Linear square optimal control problem for stochastic difference equations with unknown parameters
title_full_unstemmed	Linear square optimal control problem for stochastic difference equations with unknown parameters
title_sort	linear square optimal control problem for stochastic difference equations with unknown parameters
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103500
_version_	1821228549060689920

Linear square optimal control problem for stochastic difference equations with unknown parameters

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