Yaz, Engin Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems. (English) Zbl 0693.93084 IEEE Trans. Autom. Control 34, No. 11, 1176-1180 (1989). Cited in 7 Documents MSC: 93E20 Optimal stochastic control 49J55 Existence of optimal solutions to problems involving randomness 93E15 Stochastic stability in control theory 93C10 Nonlinear systems in control theory 93B35 Sensitivity (robustness) Keywords:discrete-time nonlinear stochastic control systems; quadratically optimal controllers PDFBibTeX XMLCite \textit{E. Yaz}, IEEE Trans. Autom. Control 34, No. 11, 1176--1180 (1989; Zbl 0693.93084) Full Text: DOI