Optimal control of volterra type stochastic difference equations

Computers and Mathematics with Applications

Volumn 36, Issue 10-12, 1998, Pages 251-259

  Kuchkina, N ^a   Shaikhet, L ^a  

^a Mariupol State University   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; RANDOM PROCESSES; SYSTEM STABILITY; THEOREM PROVING;

VOLTERRA TYPE STOCHASTIC DIFFERENCE EQUATIONS;

DIFFERENCE EQUATIONS;

EID: 0032202703     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0898-1221(98)80026-6     Document Type: Article

References (10)

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10. R.S. Liptser and R.N. Shiryayev, Statistics of Stochastic Processes, (in Russian), Nauka, Moscow, (1972).