Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type (Q465294)

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scientific article; zbMATH DE number 6362917
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    Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type
    scientific article; zbMATH DE number 6362917

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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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