Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 5, pp. 663-680

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     author = {V. V. Baranov},
     title = {Computational methods of optimal stochastic control. {Optimality} principle and successive-approximation optimization scheme},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {663--680},
     publisher = {mathdoc},
     volume = {31},
     number = {5},
     year = {1991},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/}
}
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V. V. Baranov. Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 31 (1991) no. 5, pp. 663-680. http://geodesic.mathdoc.fr/item/ZVMMF_1991_31_5_a2/