scientific article; zbMATH DE number 3963710

MaRDI QIDQ3731503zbMATH OpenFDO

Authors Leonid Shaikhet

Publication date 1986

zbMATH Keywords

integral cost functionalstochastic integral equations

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic integral equations (60H20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Optimal stochastic control (93E20)

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