Nelson, W.L. IEEE Trans. ... Rev. , 19_(9) t759. , Sept. , 1966, U.S. A. ) 103 OPTIMAL CONTROL OF MARKOV STOCHASTIC SYSTEMS WHICH HAVE ... is obtained: the mathematical structure of the control signal whioh minimizes this estimate is then determined, showing it is a linear function of the present output. ... A solution of the problems proposed is obtained using Pontryagina#39;s maximum principle.
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