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Sufficient optimality conditions for dynamic systems that can be described by stochastic differential equations - MaRDI portal

Sufficient optimality conditions for dynamic systems that can be described by stochastic differential equations

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Publication:2548573

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zbMath0224.93060MaRDI QIDQ2548573

G. S. Rozenberg

Publication date: 1970

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (2)

On the optimization of systems defined by stochastic differential equations ⋮ Mean-optimality principle for systems with random jump structure

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