Publication:3975251

zbMath0742.49014MaRDI QIDQ3975251

V. B. Kolmanovskij, G. E. Kolosov

Publication date: 26 June 1992

zbMATH Keywords

survey; successive approximations; stochastic dynamical systems; distributed parameters; small parameter methods; approximation of the Bellman equation solution

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

93B50: Synthesis problems

49J20: Existence theories for optimal control problems involving partial differential equations

49J55: Existence of optimal solutions to problems involving randomness

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