Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type (Q465294)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type |
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Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type (English)
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31 October 2014
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numerical methods
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synthesis of optimal trajectories
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stochastic dynamic system of diffusion type
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systems with complete information on the state
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systems with information constraints
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linear and quasilinear systems with quadratic cost function
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