DocumentCode :
866385
Title :
A "Time-domain" successive approximation method for some linear optimal stochastic systems
Author :
Kushner, Harold J.
Author_Institution :
Research Institute for Advanced Studies, Baltimore, MD, USA
Volume :
9
Issue :
3
fYear :
1964
fDate :
7/1/1964 12:00:00 AM
Firstpage :
294
Lastpage :
295
Keywords :
Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Approximation methods; Control systems; Dynamic programming; Iterative methods; Linear systems; Optimal control; Process control; Stochastic processes; Stochastic systems; Time domain analysis;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1964.1105686
Filename :
1105686
Link To Document :
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