Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
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Publication:1371067
DOI10.1016/S0021-8928(96)00071-8zbMath0891.93080MaRDI QIDQ1371067
Publication date: 27 July 1998
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0021-8928(96)00071-8
93E20: Optimal stochastic control
Cites Work