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zbMath0464.93071MaRDI QIDQ3916498

V. B. Kolmanovskij, T. L. Maizenberg

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

duality principle Bellman equations stochastic differential equation with aftereffect

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35)

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