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