scientific article; zbMATH DE number 4156341

MaRDI QIDQ3484746zbMATH OpenFDO

Authors A. K. Spivak

Publication date 1989

zbMATH Keywords

Bellman equationcontinuous-timesuboptimal controlsbilinear stochastic time-dependent system

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cited in

(1)

• On the problem of generating small convergent systems

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