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JOURNALS // Avtomatika i Telemekhanika // Archive
Avtomat. i Telemekh., 1992 Issue 5, Pages 74–81 (Mi at3296)
Linear-quadratic problem of stochastic control. II: The separation problem

Yu. F. Kazarinov, V. N. Fomin

Saint-Petersburg State University

UDC: 62-505


Received: 11.07.1991


 English version: Automation and Remote Control, 1992, 53:5, 687–694

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© Steklov Math. Inst. of RAS, 2024