The numerical synthesis of optimal control for a linear differential equation with random coefficient

zbMATH Open0979.65054MaRDI QIDQ2737249

I. O. Povalins'ka

Publication date: 11 September 2001

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

optimal controllinear differential equationnumerical synthesisrandom Markov coefficients

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions to problems involving randomness (49J55)

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