Proper representation and optimal control of a non-linear stochastic system (Q4191939)
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scientific article; zbMATH DE number 3630590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proper representation and optimal control of a non-linear stochastic system |
scientific article; zbMATH DE number 3630590 |
Statements
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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