Sufficient statistics in the optimum control of stochastic systems-Reference-Cited by-同舟云学术

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Sufficient statistics in the optimum control of stochastic systems

Published:1965-12 Issue:3 Volume:12 Page:576-592
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Striebel Charlotte

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference11 articles.

1. Optimal control of continuous time, Markov, stochastic systems;Florentin;J. Electron. Control,1961

2. Applied Statistical Decision Theory;Raiffa,1961

3. On sliding optimal states;Gamkrelidze;Dokl. Akad. Nauk. SSSR,1962

4. Probability Theory;Loeve,1955

5. H. Rauch, F. Tung, and C. Striebel, On the maximum likelihood estimates for linear dynamic systems. AIAA J., in press.

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