Geodesic
The difference-differential problem of control by diffusion process
Vestnik Udmurtskogo universiteta. Matematika, mehanika, kompʹûternye nauki, no. 1 (2008), pp. 121-126 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

There are formulated and proved the maximum principle in the control problem for the difference-differential equation of diffusion.

[1] Islamov G. G., “O dopustimykh pomekhakh lineinykh upravlyaemykh sistem”, Izv. vuzov. Matematika, 2002, no. 2, 37–40 | MR | Zbl