Geodesic
Mathematical model of control of stochastical object with distributed parameters
Matematičeskoe modelirovanie, Tome 21 (2009) no. 2, pp. 85-102

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The partial differential equation for describing optimum movement of nonmarkov system with distributed parameters under random influences with arbitrary distribution is derived. Decision of equation by means of interpolation Kantorovich's method in basis of Lagrange functions of influence is realized. Algorithm of output of optimum control at base of principle of sequence approach is created. By using numerical examination is established, that the method ensures high accuracy of solution. 
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     author = {A. N. Kudinov and A. N. Katulev and M. F. Malevinsky},
     title = {Mathematical model of control of stochastical object with distributed parameters},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {85--102},
     publisher = {mathdoc},
     volume = {21},
     number = {2},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2009_21_2_a8/}
}
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A. N. Kudinov; A. N. Katulev; M. F. Malevinsky. Mathematical model of control of stochastical object with distributed parameters. Matematičeskoe modelirovanie, Tome 21 (2009) no. 2, pp. 85-102. http://geodesic.mathdoc.fr/item/MM_2009_21_2_a8/