Moment characteristic method in the optimal control theory of diffusion-type stochastic systems

DOI10.1134/S1064230719050071zbMath1440.93268OpenAlexW2980475622WikidataQ127029568 ScholiaQ127029568MaRDI QIDQ2173800

Yanyan Li

Publication date: 17 April 2020

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230719050071

zbMATH Keywords

optimal controlquadratic quality functionaldiffusion-type stochastic systems

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Related Items (1)

Optimization of stochastic jump diffusion systems nonlinear in the control

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