scientific article; zbMATH DE number 919338

MaRDI QIDQ4889008zbMATH OpenFDO

Authors L. A. Alyushina

Publication date 20 November 1996

zbMATH Keywords

optimal controlcontrolled diffusion processesstochastic ordinary differential equations

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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