Optimal control of Volterra type stochas
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N. Kuchkina; L. Shaikhet
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Article
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1998
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Elsevier Science
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English
β 333 KB
Many processes in automatic regulation, physics, etc. can be modelled by stochastic difference equations. One of the main problems of the theory of difference equations and their applications is connected with stability and optimal control . In this paper we discuss the optimal control of second-kin