Successive approximations to the optimal control of stochastic systems with after-effect. I

DOI10.1515/rose.1993.1.3.245zbMath0848.93063OpenAlexW4238595000MaRDI QIDQ4861908

V. B. Kolmanovskij, Leonid Shaikhet

Publication date: 23 January 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.3.245

zbMATH Keywords

stochastic functional differential equationsoptimal controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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