Proper representation and optimal control of a non-linear stochastic system (Q4191939): Difference between revisions

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scientific article; zbMATH DE number 3630590
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Proper representation and optimal control of a non-linear stochastic system
scientific article; zbMATH DE number 3630590

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    Proper representation and optimal control of a non-linear stochastic system (English)
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    1979
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    Optimal Control of a Stochastic System
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    Discontinuous Sample Paths
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    Wiener Processes
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    Poisson Process
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    Necessary Conditions
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    Non-Linear Partial Integro-Differential Equations
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    Numerical Method
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