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Avtomatika i Telemekhanika, 1983, Issue 4, Pages 94–98 (Mi at5106)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Approximation of a random process as an autoregression process in stochastic control problem

V. N. Fetisov

Moscow
Full-text PDF (861 kB) Citations (1)
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 thе approximating process is suggested.

Received: 01.12.1981
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: V. N. Fetisov, “Approximation of a random process as an autoregression process in stochastic control problem”, Avtomat. i Telemekh., 1983, no. 4, 94–98; Autom. Remote Control, 44:4 (1983), 483–486
Citation in format AMSBIB
\Bibitem{Fet83}
\by V.~N.~Fetisov
\paper Approximation of a random process as an autoregression process in stochastic control problem
\jour Avtomat. i Telemekh.
\yr 1983
\issue 4
\pages 94--98
\mathnet{http://mi.mathnet.ru/at5106}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2095146}
\zmath{https://zbmath.org/?q=an:0521.93069}
\transl
\jour Autom. Remote Control
\yr 1983
\vol 44
\issue 4
\pages 483--486
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  • https://www.mathnet.ru/eng/at/y1983/i4/p94
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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