Abstract
The general theory of stochastic processes originated in the fundamental works of A. N. Kolmogorov and A. Ya. Khincin at the beginning of the 1930s. Kolmogorov, 1938 gave a systematic and rigorous construction of the theory of stochastic processes without aftereffects or, as it is customary to say nowadays, Markov processes. In a number of works, Khincin created the principles of the theory of so-called stationary processes.
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© 2003 Springer Science+Business Media Dordrecht
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Arnăutu, V., Neittaanmäki, P. (2003). Stochastic Control Problems. In: Optimal Control from Theory to Computer Programs. Solid Mechanics and Its Applications, vol 111. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-2488-3_8
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DOI: https://doi.org/10.1007/978-94-017-2488-3_8
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-6498-1
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