Optimal control over evolution stochastic systems and its application to stochastic models of financial mathematics

• Date: 1998
• Main Authors: Biirdeinyi, A. G., Svishchuk, A. V., Бурдейний, А. Г., Свіщук, А. В.
• Format: Article
• Language: Ukrainian; English
• Published: Institute of Mathematics, NAS of Ukraine 1998
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4907
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We consider problems of optimal stabilization of controlled evolution stochastic systems in semi-Markov media and their application to financial stochastic models.