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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...

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Bibliographic Details
Date:	2002
Main Authors:	Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
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
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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