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A class of stochastic extremal problems with rare events - MaRDI portal

A class of stochastic extremal problems with rare events

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DOI10.1007/BF01069533zbMath0694.93117MaRDI QIDQ3470400

A. N. Nakonechnyj

Publication date: 1988

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

Markov process stochastic gradient \(\omega\)-functionals

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Deterministic scheduling theory in operations research (90B35) Special processes (60K99)

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