A Stochastic Optimal Regulator for a Class of Nonlinear Systems
Work
Year: 2019
Type: article
Abstract: This work investigates an optimal control problem for a class of stochastic differential bilinear systems, affected by a persistent disturbance provided by a nonlinear stochastic exogenous system (non... more
Institutions Istituto di Analisi dei Sistemi ed Informatica Antonio Ruberti, National Research Council
Cites: 29
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Related to: 10
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Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $2,400