%0 Journal Article
%A I. P. Smirnov
%T Optimal control of a linear system of stochastic differential equations with a quadratic performance index
%J Differencialʹnye uravneniâ
%D 1982
%P 607-614
%V 18
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DE_1982_18_4_a8/
%G ru
%F DE_1982_18_4_a8