The difference-differential problem of control by diffusion process
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2008), pp. 121-126
Cet article a éte moissonné depuis la source Math-Net.Ru
There are formulated and proved the maximum principle in the control problem for the difference-differential equation of diffusion.
@article{VUU_2008_1_a6,
author = {G. G. Islamov and Yu. V. Kogan},
title = {The difference-differential problem of control by diffusion process},
journal = {Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹ\^uternye nauki},
pages = {121--126},
year = {2008},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VUU_2008_1_a6/}
}
TY - JOUR AU - G. G. Islamov AU - Yu. V. Kogan TI - The difference-differential problem of control by diffusion process JO - Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki PY - 2008 SP - 121 EP - 126 IS - 1 UR - http://geodesic.mathdoc.fr/item/VUU_2008_1_a6/ LA - ru ID - VUU_2008_1_a6 ER -
G. G. Islamov; Yu. V. Kogan. The difference-differential problem of control by diffusion process. Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2008), pp. 121-126. http://geodesic.mathdoc.fr/item/VUU_2008_1_a6/