scientific article; zbMATH DE number 4010372

MaRDI QIDQ3760418zbMATH OpenFDO

Authors I. E. Kazakov, D. I. Gladkov

Publication date 1987

zbMATH Keywords

algorithmsfeedbacknonlinear filteringoptimal stochastic systemsstochastic maximum principle

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving randomness (49K45) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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Cited in

(7)

• Stochastic optimization. Proceedings of the International Conference, Kiev (USSR), 1984
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