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JOURNALS
// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1983
Issue 4,
Pages
94–98
(Mi at5106)
This article is cited in
1
paper
Stochastic Systems
Approximation of a random process as an autoregression process in stochastic control problem
V. N. Fetisov
Moscow
Abstract:
In the problem of stochastic optimal control the ergodic random process can be approximated as a finite order autoregression process. A simple, way to choose thå approximating process is suggested.
UDC:
62-505
Received:
01.12.1981
Fulltext:
PDF file (861 kB)
Cited by
English version:
Automation and Remote Control, 1983,
44
:4,
483–486
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Steklov Math. Inst. of RAS
, 2024