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Optimal parametric synthesis of continuous/discrete stochastic terminal control systems - MaRDI portal

Optimal parametric synthesis of continuous/discrete stochastic terminal control systems

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Publication:1359267

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DOI10.1007/BF02363989zbMath0869.93055MaRDI QIDQ1359267

L. N. Kanov, G. A. Agranovich

Publication date: 26 June 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

numerical algorithm conjugate variables linear continuous/discrete terminal control systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

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