×

zbMATH — the first resource for mathematics

An equivalence principle for stochastic systems in mean-square minimization problems. (English. Russian original) Zbl 0286.93043
Autom. Remote Control 35, 193-197 (1974); translation from Avtom. Telemekh. 1974, No. 2, 25-30 (1974).
MSC:
93E20 Optimal stochastic control
PDF BibTeX XML Cite