Successive approximations to the optimal control of stochastic systems with after-effect. I

DOI10.1515/ROSE.1993.1.3.245MaRDI QIDQ4861908zbMATH OpenOpenAlexFDO

Authors V. B. Kolmanovskii, Leonid Shaikhet

Publication date 23 January 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1993.1.3.245

zbMATH Keywords

stochastic functional differential equationsoptimal controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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