A PARAMETRIC STOCHASTIC OPTIMAL-CONTROL PROBLEM

被引：0

作者：

BARANOV, VV

机构：

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1991年 / 31卷 / 12期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new class of stochastic optimal control problems is considered, in which the optimality of the solution depends on a parameter. A constructive conceptual framework and optimal methods of solution are developed.

引用

页码：15 / 25

页数：11

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