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- W2338454168 abstract "Based on discrete martingale theory, the LaSalle-type theorem for general discrete-time stochastic systems is obtained and the almost sure stability is in turn discussed. As applications, infinite horizon nonlinear optimal regulator is investigated, and a dynamical programming equation called the Hamilton-Jacobi-Bellman equation is also derived for discrete-time nonlinear stochastic optimal control." @default.
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- W2338454168 date "2017-01-01" @default.
- W2338454168 modified "2023-10-17" @default.
- W2338454168 title "LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems" @default.
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- W2338454168 doi "https://doi.org/10.1109/tac.2016.2558044" @default.
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