Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 194-199
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E. B. Frid. On Optimal Strategies in Control Problems with Constraints. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 1, pp. 194-199. http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/
@article{TVP_1972_17_1_a19,
author = {E. B. Frid},
title = {On {Optimal} {Strategies} in {Control} {Problems} with {Constraints}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {194--199},
year = {1972},
volume = {17},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/}
}
TY - JOUR
AU - E. B. Frid
TI - On Optimal Strategies in Control Problems with Constraints
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1972
SP - 194
EP - 199
VL - 17
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/
LA - ru
ID - TVP_1972_17_1_a19
ER -
%0 Journal Article
%A E. B. Frid
%T On Optimal Strategies in Control Problems with Constraints
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1972
%P 194-199
%V 17
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_1_a19/
%G ru
%F TVP_1972_17_1_a19
In the paper, the maximization problem is studied for the expectation of an additive functional of the chain controlled under the constraint that another functional has the expectation bounded by a given constant.
