Optimal control of a dynamic system with random parameters under incomplete information

DOI10.1016/0021-8928(79)90152-7zbMath0441.49025OpenAlexW319122086MaRDI QIDQ1142986

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(79)90152-7

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems involving ordinary differential equations (49K15) Controllability, observability, and system structure (93B99)

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Cites Work

• Representations of Itô Processes
• Non-linear mathematical problems of the transmission of excitatory and inhibitory pulses in nerve tissue
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