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On a linearly quadratic problem of optimal control of a Stochastic Volterra equation

✍ Scribed by L. E. Shaikhet


Publisher
SP MAIK Nauka/Interperiodica
Year
1990
Tongue
English
Weight
191 KB
Volume
48
Category
Article
ISSN
0001-4346

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Optimal control of Volterra type stochas
✍ N. Kuchkina; L. Shaikhet πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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