Geodesic
A parametric stochastic optimal control problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 12, pp. 1783-1797 Cet article a éte moissonné depuis la source Math-Net.Ru

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V. V. Baranov. A parametric stochastic optimal control problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 12, pp. 1783-1797. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_12_a2/

[1] Bertsekas D., Shriv S., Stokhasticheskoe optimalnoe upravlenie, Nauka, M., 1985 | MR | Zbl

[2] Baranov V. V., “Ob odnom metode optimalnykh reshenii v zadachakh optimizatsii proektirovaniya”, Vestn. Kharkovskogo un-ta. Prikl. matem. i mekhan., 1981, no. 46, 33–38 | MR | Zbl

[3] Baranov V. V., Gogaizel A. V., Nguen Ngok Tkhang, “Parametricheskaya zadacha v modeli markovskikh protsessov prinyatiya reshenii”, Vestn. Kharkovskogo un-ta. Upravlyaemye sistemy, 1988, no. 315, 35–40 | MR | Zbl

[4] Baranov V. V., “Optimizatsionnye metody posledovatelnykh priblizhenii v markovskikh protsessakh reshenii”, Kibernetika, 1985, no. 4, 103–111 | MR | Zbl

[5] Khovard R., Dinamicheskoe programmirovanie i markovskie protsessy, Sov. radio, M., 1964 | MR

[6] Baranov V. V., “Vychislitelnye metody optimalnogo stokhasticheskogo upravleniya”, Zh. vychisl. matem. i matem. fiz., 31:5 (1991), 663–680 | MR