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Problems of control under incomplete state information. (Russian. English summary) Zbl 0929.49019

The author gives an elementary introduction to the control problems for stochastic systems. He shows how these problems arise in natural sciences, gives a rigorous formulation of the general problem under study, explains the method of dynamical programming, and discusses several examples.
The article is based on a lecture given by the author for secondary school teachers in the framework of the “International Soros Science Educational Program” and is aimed at presenting contemporary developments in mathematics on an elementary level understandable for secondary school teachers and pupils.

MSC:

49N30 Problems with incomplete information (optimization)
00A06 Mathematics for nonmathematicians (engineering, social sciences, etc.)
49L20 Dynamic programming in optimal control and differential games
93E03 Stochastic systems in control theory (general)
90C39 Dynamic programming
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