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An approximation method in stochastic optimal control

  • W. Römisch
Stochastic Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)

Keywords

Optimal Control Problem Stochastic Optimal Control Approximate Problem Stochastic Optimal Control Problem Deterministic Control 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Römisch, W., R. Schulze, D. Sohr: Kennwertmethoden für Volterrasche Integralgleichungen in stochastischen Prozessen; Dissertation, Humboldt-Universität zu Berlin, 1976.Google Scholar
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    Römisch, W., R. Schulze: Kennwertmethoden für stochastische Volterrasche Integralgleichungen; Wiss. Z. Humboldt-Univ. Berlin, Math.-Nat. R. XXVIII(1979)4, pp.521–531.Google Scholar
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    Römisch, W., R. Schulze: Kennwertmethoden zur Behandlung des Tracking-Problems mit stochastischen Parametern; interne Forschungsberichte, Humboldt-Univ. Berlin, Sektion Mathematik, 1975/76 (unpublished).Google Scholar
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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • W. Römisch
    • 1
  1. 1.Department of MathematicsHumboldt-University BerlinBerlin

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