Numerical solution of an optimal control problem with a probability criterion

Publisher Website

1 August 1972

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 17 (4) , 543-546
https://doi.org/10.1109/tac.1972.1100039

Abstract

No abstract available

This publication has 5 references indexed in Scilit:

Optimal Continuous-Parameter Stochastic Control
SIAM Review, 1969
Diffusion processes with continuous coefficients, I
Communications on Pure and Applied Mathematics, 1969
On Quasi Diffusion Processes
Theory of Probability and Its Applications, 1966
Markov Processes
Published by Springer Nature ,1965
On an economical difference method for the solution of a multidimensional parabolic equation in an arbitrary region
USSR Computational Mathematics and Mathematical Physics, 1963