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Successive approximations to the optimal control of stochastic systems with after-effect. II
Successive approximations to the optimal control of stochastic systems with after-effect. II
1993
V.B. Kolmanovskij
Leonid Shaikhet
Keywords:
Mathematical optimization
Stochastic control
Shaping
Continuous-time stochastic process
Stochastic optimization
Optimal control
Mathematics
after effect
Correction
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