first
prev
toc
next
last
Download Citation
Recommend
Mark
Alert
Link
Print
Minimax law of control for a multidimensional, time continuous, linear stochastic system
Author:
S. Trybuza a
| Affiliation: | a Institute of Mathematics, Technical University of Wroclaw, Wroclaw, Poland |
DOI:
10.1080/02331888908802175
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
Article Requests:
Order Reprints
:
Request Permissions
-
Single Article Purchase:
US$37.00
-
buy now
-
Sign In
- Online Sample
add to cart 
[ show other buying options ]
View Article:
View Article (PDF)
Abstract
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)
|
| Keywords: Linear control systems; exponential families; minimax control policies; generalized BELLMAN equation; process with independen increments; natural parametrization o distribution |
| AMS 1980 subject classifications: Primary 93E20; secondary 62E20 |
| view references (10) |
|
Bookmark with:
|
CiteULike
Del.icio.us
BibSonomy
Connotea
More bookmarks
