Abstract
In this paper, we consider a class of nonstationary control systems. We obtain some conditions for stationary optimal controls of such systems. The results are then applied to a linear-quadratic system.
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Communicated by G. Leitmann
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Liu, P.T. Stationary optimal control of a stochastic system with stable environmental interferences. J Optim Theory Appl 35, 111–121 (1981). https://doi.org/10.1007/BF00934706
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DOI: https://doi.org/10.1007/BF00934706