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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 1991 Volume 31, Number 5, Pages 663–680 (Mi zvmmf3080)

This article is cited in 5 papers

Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme

V. V. Baranov

Moscow

UDC: 517.977.58

MSC: 93E20

Received: 13.07.1990


 English version:
USSR Computational Mathematics and Mathematical Physics, 1991, 31:5, 16–28

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