Optimal control over nonlinear stochastic systems

  • 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.
Published
25.04.1999
How to Cite
TrigubM. 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.
Section
Research articles