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Present problems of optimization of stochastic systems


Book ID
110153301
Publisher
SP MAIK Nauka/Interperiodica
Year
2011
Tongue
English
Weight
42 KB
Volume
72
Category
Article
ISSN
0005-1179

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Optimal correction problem of a multidim
โœ J.L. Menaldi; M.I. Taksar ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 705 KB

For a stochastic system governed by a multidimensional Brownian motion with additive controllable input, optimality equations are solved and the existence and uniqueness of the optimal policy is proved.