Principles of minimum in problems of optimal control of random processes

DOI10.1016/0021-8928(78)90140-5zbMath0418.49032OpenAlexW1500047775MaRDI QIDQ1131721

S. F. Morozov, I. P. Smirnov

Publication date: 1979

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(78)90140-5

zbMATH Keywords

optimal controlstochastic differential equationminimum principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Classical flows, reactions, etc. in chemistry (92E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

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• Control of a Solution of a Stochastic Integral Equation