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An approximation method in stochastic optimal control

  • Stochastic Control
  • Conference paper
  • First Online:
Optimization Techniques

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 22))

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References

  1. Budak, B.M., F.P. Vasil'ev: Some numerical aspects in optimal control (russ.); Izd.Mosk.Univ. 1975.

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  9. Römisch, W., R. Schulze: Kennwertmethoden zur Behandlung des Tracking-Problems mit stochastischen Parametern; interne Forschungsberichte, Humboldt-Univ. Berlin, Sektion Mathematik, 1975/76 (unpublished).

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Author information

Authors and Affiliations

  1. Department of Mathematics, Humboldt-University Berlin, PSF 1297, DDR 1086, Berlin

    W. Römisch

Authors
  1. W. Römisch
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Editor information

K. Iracki K. Malanowski S. Walukiewicz

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© 1980 Springer-Verlag

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Römisch, W. (1980). An approximation method in stochastic optimal control. In: Iracki, K., Malanowski, K., Walukiewicz, S. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 22. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0036391

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  • DOI: https://doi.org/10.1007/BFb0036391

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10080-5

  • Online ISBN: 978-3-540-38248-5

  • eBook Packages: Springer Book Archive

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