Moments of solutions of evolution equations and suboptimal programmed controls

DOI10.1070/SM2007V198N07ABEH003872MaRDI QIDQ5440019zbMATH OpenOpenAlexFDO

Authors D. A. Khrychëv

Publication date 30 January 2008

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/sm2007v198n07abeh003872

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Optimality conditions for problems involving randomness (49K45) Stochastic analysis (60H99)

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• ON APPROXIMATE SOLUTION OF SYSTEMS OF MOMENT EQUATIONS
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• Approximate method of determination of moments of phase variables of multivariable stochastic systems

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