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Optimal control of certain hyperbolic and integral stochastic equations

✍ Scribed by L. E. Shaikhet


Publisher
Springer US
Year
1991
Tongue
English
Weight
330 KB
Volume
53
Category
Article
ISSN
1573-8795

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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