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Differentsial'nye Uravneniya, 1982, Volume 18, Number 4, Pages 607–614 (Mi de4512)  
Ordinary Differential Equations

Optimal control of a linear system of stochastic differential equations with a quadratic performance index

I. P. Smirnov

Gor'kii State University
Full-text PDF (992 kB)
Received: 03.12.1980
Bibliographic databases:
Document Type: Article
UDC: 517.977.55
Language: Russian
Citation: I. P. Smirnov, “Optimal control of a linear system of stochastic differential equations with a quadratic performance index”, Differ. Uravn., 18:4 (1982), 607–614
Citation in format AMSBIB
\Bibitem{Smi82}
\by I.~P.~Smirnov
\paper Optimal control of a linear system of stochastic differential equations with a quadratic performance index
\jour Differ. Uravn.
\yr 1982
\vol 18
\issue 4
\pages 607--614
\mathnet{http://mi.mathnet.ru/de4512}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=658425}
\zmath{https://zbmath.org/?q=an:0496.49016}
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  • https://www.mathnet.ru/eng/de/v18/i4/p607
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