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Avtomatika i Telemekhanika, 1992, Issue 5, Pages 74–81 (Mi at3296)  
Linear-quadratic problem of stochastic control. II: The separation problem

Yu. F. Kazarinov, V. N. Fomin

Saint-Petersburg State University
Full-text PDF (1080 kB)

Received: 11.07.1991
Bibliographic databases:
Document Type: Article
UDC: 62-505
Language: Russian
Citation: Yu. F. Kazarinov, V. N. Fomin, “Linear-quadratic problem of stochastic control. II: The separation problem”, Avtomat. i Telemekh., 1992, no. 5, 74–81; Autom. Remote Control, 53:5 (1992), 687–694
Citation in format AMSBIB
\Bibitem{KazFom92}
\by Yu.~F.~Kazarinov, V.~N.~Fomin
\paper Linear-quadratic problem of stochastic control. II:~The separation problem
\jour Avtomat. i Telemekh.
\yr 1992
\issue 5
\pages 74--81
\mathnet{http://mi.mathnet.ru/at3296}
\zmath{https://zbmath.org/?q=an:0794.93099}
\transl
\jour Autom. Remote Control
\yr 1992
\vol 53
\issue 5
\pages 687--694
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  • https://www.mathnet.ru/eng/at/y1992/i5/p74
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