TY  - JOUR
AU  - I. P. Smirnov
TI  - Optimal control of a linear system of stochastic differential equations with a quadratic performance index
JO  - Differencialʹnye uravneniâ
PY  - 1982
SP  - 607
EP  - 614
VL  - 18
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DE_1982_18_4_a8/
LA  - ru
ID  - DE_1982_18_4_a8
ER  -