Abstract
In this paper a stochastic linear difference equation is considered. Using the Bayes approach a stability result can be derived.
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References
Chernousko, F. L., Kolmanowskii, V. B.: Optimal control under stochastic perturbations. — Moscow, Nauka, 1978
Lipster, R. S., Shirjajev, A. N.: Statistic of stochastic processes — Moscow, Nauka, 1974
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© 1992 Springer-Verlag Berlin Heidelberg
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Karelin, V.V. (1992). Adaptive Optimal Strategies in Controlled Markov Processes. In: Oettli, W., Pallaschke, D. (eds) Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 382. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-51682-5_35
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DOI: https://doi.org/10.1007/978-3-642-51682-5_35
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-55446-2
Online ISBN: 978-3-642-51682-5
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