Optimality conditions in some control problems with random perturbations

DOI10.1016/0041-5553(71)90007-3MaRDI QIDQ5670528zbMATH OpenOpenAlexFDO

Authors B. E. Fedunov

Publication date 1973

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(71)90007-3

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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