Partially optimal control of solutions of the linear stochastic differential equations
Автор: Burtseva O.N.
Журнал: Математическая физика и компьютерное моделирование @mpcm-jvolsu
Рубрика: Математика
Статья в выпуске: 9, 2005 года.
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Existence conditions for partially optimal control of solutions of the linear stochastic differential equations in terms of the forward-backward stochastic differential equation are found. Some results are received: theorem of control of the linear stochastic differential equations and theorem of properties of some special operators.
Короткий адрес: https://sciup.org/14968559
IDR: 14968559
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