Controle des systemes lineaires quadratiques : Applications de l’integrale stochastique
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0064606
Reference9 articles.
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4. DELLACHERIE C., MEYER P.A. Probabilités et Potentiels 2ème édition. Paris:Hermann 1975.
5. HAUSSMAN U.G. Optimal stationary control with state and control dependent noise, SIAM J. of control, p 184–198 (1971).
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