Proper representation and optimal control of a non-linear stochastic system (Q4186908)
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scientific article; zbMATH DE number 3624315
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| English | Proper representation and optimal control of a non-linear stochastic system |
scientific article; zbMATH DE number 3624315 |
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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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Nonlinear Stochastic System
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Markov Process
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Girsanov-Type Transformation
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Nonlinear Partial Integro-Differential Equations
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