Optimal control over nonlinear stochastic systems
The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation.
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| Date: | 1999 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4637 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |