Literature Cited
V. M. Perel'muter, “A suboptimal control for a linear stochastic, system with unknown parameters,” Avtomat. Telemekh., No. 6 (1974).
A. E. Bryson and Y. C. Ho, Applied Optimal Control: Optimization, Estimation, and Control, Wiley (1969).
Additional information
Translated from Kibernetika, No. 2, pp. 111–115, March–April, 1978.
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Perel'muter, V.M. An algorithm for optimizing discrete stochastic systems with unknown parameters. Cybern Syst Anal 14, 268–272 (1978). https://doi.org/10.1007/BF01069363
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DOI: https://doi.org/10.1007/BF01069363