Publication:4316100

zbMath0817.93074MaRDI QIDQ4316100

V. S. Pugachev

Publication date: 26 January 1995

zbMATH Keywords

Itô's stochastic differential equations; feasible controls; conditional optimal control; conditional optimal filtration

Mathematics Subject Classification ID

93C83: Control/observation systems involving computers (process control, etc.)

93E20: Optimal stochastic control

93C15: Control/observation systems governed by ordinary differential equations

91A60: Probabilistic games; gambling