Optimal control over nonlinear stochastic systems

Authors

  • M. V. Trigub

Abstract

The synthesis of optimal control over nonlinear stochastic systems that are described by the Itô equations is reduced to the solution of recurrence relations derived from the Bellman stochastic equation.

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Published

25.04.1999

Issue

Vol. 51 No. 4 (1999)

Section

Research articles

How to Cite

Trigub, M. V. “Optimal Control over Nonlinear Stochastic Systems”. Ukrains’kyi Matematychnyi Zhurnal, vol. 51, no. 4, Apr. 1999, pp. 532–541, https://umj.imath.kiev.ua/index.php/umj/article/view/4637.