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Publication:3323824
zbMath0537.93071MaRDI QIDQ3323824
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
distributed control systemsconstrained stochastic controlGirsanov transformationsepsilon optimal controls
Convex programming (90C25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Methods of successive quadratic programming type (90C55) Existence of optimal solutions to problems involving randomness (49J55)
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