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"A Maximum Principle for Optimal Control of Discrete-Time Stochastic ..."

Xiangyun Lin, Weihai Zhang (2015)

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DOI: 10.1109/TAC.2014.2345243

access: closed

type: Journal Article

metadata version: 2020-05-20

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Xiangyun Lin, Weihai Zhang:
A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise. IEEE Trans. Autom. Control. 60(4): 1121-1126 (2015)

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