Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $
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Publication:4978952
DOI10.1109/TAC.2010.2051490zbMath1368.93173MaRDI QIDQ4978952
Publication date: 25 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Numerical solutions to stochastic differential and integral equations (65C30)
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