STOCHASTIC CONTROL SYSTEMS AND TARGET FUNCTION

CHRIS P. TSOKOS (Department of Mathematics, University of South Florida, Tampa, Florida 33620 (U.S.A.))

A.N.V. RAO (Department of Mathematics, University of South Florida, Tampa, Florida 33620 (U.S.A.))

ISSN: 0368-492X

Publication date: 1 February 1976

Abstract

1 INTRODUCTION Consider the stochastic control system of the form

TSOKOS, C.P. and RAO, A.N.V. (1976), "STOCHASTIC CONTROL SYSTEMS AND TARGET FUNCTION", Kybernetes, Vol. 5 No. 2, pp. 83-90. https://doi.org/10.1108/eb005411

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