Successive approximations to an optimal control of quasilinear stochastic difference equations

zbMATH Open0982.49015MaRDI QIDQ2735903

N. V. Kuchkina

Publication date: 23 September 2001

Published in: Trudy Instituta Prikladnoĭ Matematiki i Mekhaniki (Search for Journal in Brave)

zbMATH Keywords

optimal controldiscrete timestochastic systemperformance criterion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55) Numerical methods in optimal control (49M99)

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