T Banek,
E Kozłowski - Proc. 15th Int. Conf. System Science, II, 2004 - researchgate.net
We consider the optimal control problem for a discrete time stochastic system yi+ 1= f (ξ, yi,
ui)+ σ (ξ, yi) wi+ 1 where the ui are controls, wi are the system disturbances, and ξ represents …