Optimal correction problem of a multidimensional stochastic system (Q1262290)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal correction problem of a multidimensional stochastic system |
scientific article |
Statements
Optimal correction problem of a multidimensional stochastic system (English)
0 references
1989
0 references
multidimensional diffusion process
0 references
Hamilton-Jacobi-Bellman's equation
0 references
0 references
0 references