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Optimal Retention of the Trajectories of a Discrete-Time Stochastic System in a Tube: One Problem Statement.

A. N. TarasovValentin M. AzanovAndrey I. Kibzun
Published in: Autom. Remote. Control. (2023)
Keyphrases
  • markov processes
  • dynamic programming
  • optimal solution
  • optimal linear
  • long term
  • asymptotically optimal
  • configuration space