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Avtomatika i Telemekhanika, 1981, Issue 6, Pages 28–34
(Mi at5824)
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Stochastic Systems
Existence of an optimal strategy in control of a single dimensional diffusional process
A. Yu. Veretennikov Moscow
Abstract:
Applicability conditions are found for the Bellman algorithm with which optimal control is found for motion of a plant described by a stochastic differential equation.
Received: 11.06.1980
Citation:
A. Yu. Veretennikov, “Existence of an optimal strategy in control of a single dimensional diffusional process”, Avtomat. i Telemekh., 1981, no. 6, 28–34; Autom. Remote Control, 42:6 (1981), 722–727
Linking options:
https://www.mathnet.ru/eng/at5824 https://www.mathnet.ru/eng/at/y1981/i6/p28
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Statistics & downloads: |
Abstract page: | 94 | Full-text PDF : | 50 | First page: | 2 |
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