• Title of article

    Feedback under Control-Dependent Markov Disturbances: A Discrete Maximum Principle

  • Author/Authors

    Pham T. Nhu، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 1996
  • Pages
    16
  • From page
    325
  • To page
    340
  • Abstract
    A necessary condition of a stochastic maximum principle type is given for an optimal solution of discrete-time feedback control problems under Markov disturbances depending on control parameters. Q 1996 Academic Press, Inc.
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    1996
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    928917