Sufficient optimality conditions for dynamic systems that can be described by stochastic differential equations

MaRDI QIDQ2548573zbMATH OpenFDO

Authors G. S. Rozenberg

Publication date 1970

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Cited in

(2)

• On the optimization of systems defined by stochastic differential equations
• Mean-optimality principle for systems with random jump structure

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