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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type
scientific article

    Statements

    Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type (English)
    0 references
    0 references
    0 references
    31 October 2014
    0 references
    numerical methods
    0 references
    synthesis of optimal trajectories
    0 references
    stochastic dynamic system of diffusion type
    0 references
    systems with complete information on the state
    0 references
    systems with information constraints
    0 references
    linear and quasilinear systems with quadratic cost function
    0 references

    Identifiers