Optimal control over nonlinear stochastic systems

被引：0
|
作者：
Trigub M.V. [1 ]
机构：
[1] Kharkov Technical University of Radioelectronics, Kharkov
来源：
Ukrainian Mathematical Journal | 1999年 / 51卷 / 4期
关键词：
Recurrence Relation; Linear Problem; Integration Formula; Form Versus; Infinite System;
D O I：
10.1007/BF02591761
中图分类号：
学科分类号：
摘要：
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. © 1999 Kluwer Academic/Plenum Publishers.
引用
收藏
页码：592 / 603
页数：11
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