Halanay, A.; Morozan, T.; Varsan, C. Optimal feedback under random perturbations. (English) Zbl 0472.93074 Probability theory, Proc. 6th Conf., Brasov/Romania 1979, 91-101 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 Show Scanned Page MSC: 93E20 Optimal stochastic control 93E15 Stochastic stability in control theory 90C39 Dynamic programming 49K45 Optimality conditions for problems involving randomness 49L20 Dynamic programming in optimal control and differential games Keywords:stochastic systems; optimal control; Riccati-equations; dynamic programming; finite state Markov chain; random vectors; existence of stabilizing optimal control; terminal control problem PDF BibTeX XML