The Discrete Time Linear-Quadratic-Gaussian Stochastic Control Problem

Michael Athans
Published Date
Copyright 1972
Book: Annals of Economic and Social Measurement, Volume 1, number 4
Book editor: Sanford V. Berg
PUBLISHER: NBER
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  • Michael Athans, Annals of Economic and Social Measurement, Volume 1, number 4 (NBER, 1972), https://www.nber.org/books-and-chapters/annals-economic-and-social-measurement-volume-1-number-4/discrete-time-linear-quadratic-gaussian-stochastic-control-problem.

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