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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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Bibliographic Details
Date:	1999
Main Authors:	Trigub, M. V., Тригуб, М. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 1999
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4637
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal

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