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
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
0 references