Document Zbl 0313.93067

On optimal stochastic control of discrete-time systems in Hilbert space. (English) Zbl 0313.93067

SIAM J. Control 13, 1217-1234 (1975).

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93E99	Stochastic systems and control
93E20	Optimal stochastic control
93C55	Discrete-time control/observation systems
93C25	Control/observation systems in abstract spaces

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