Optimization of Nonlinear Systems of Stochastic Difference Equations
We present new results concerning the synthesis of optimal control for systems of difference equations that depend on a semi-Markov or Markov stochastic process. We obtain necessary conditions for the optimality of solutions that generalize known conditions for the optimality of deterministic system...
Saved in:
| Date: | 2002 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2002
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4035 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |