Optimal control with delay of jump random processes

zbMath0711.93094MaRDI QIDQ923039

V. M. Khametov

Publication date: 1990

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

delayoptimal control strategiesquasilinear from the left jump random process

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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