Steady-state minimum-variance discrete control. (English) Zbl 0422.93103
MSC:
93E20 | Optimal stochastic control |
93C55 | Discrete-time control/observation systems |
93D15 | Stabilization of systems by feedback |
93E25 | Computational methods in stochastic control (MSC2010) |
93B25 | Algebraic methods |