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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1993 Issue 5, Pages 94–99 (Mi at2952)

This article is cited in 3 papers

Stochastic Systems

Linear-quadratic stochastic control problem. III. Nonlinear optimal controllers

Yu. F. Kazarinov, V. N. Fomin

Saint-Petersburg State University

UDC: 519.934.2

MSC: Primary 93E20; Secondary 49N10


Received: 16.06.1992


 English version:
Automation and Remote Control, 1993, 54:5, 787–793

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