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

DOI10.1515/rose.1993.1.4.375zbMath0848.93064OpenAlexW2165249010MaRDI QIDQ4861918

Leonid Shaikhet, V. B. Kolmanovskij

Publication date: 28 October 1996

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

Full work available at URL: https://doi.org/10.1515/rose.1993.1.4.375

zbMATH Keywords

optimal controlquadratic functionalsstochastic functional differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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