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Finite-difference method in a stochastic problem of optimal control

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Literature Cited

  1. Yu. M. Ermol'ev and V. P. Gulenko, “Finite-difference methods in optimal control problems,” Kibernetika, No. 3 (1967).

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  6. A. A. Samarskii, Introduction to the Theory of Difference Schemes [in Russian], Fizmatgiz, Moscow (1971).

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Authors
  1. L. G. Bazhenov
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Additional information

Translated from Kibernetika, No. 2, pp. 57–60, March–April, 1975.

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Bazhenov, L.G. Finite-difference method in a stochastic problem of optimal control. Cybern Syst Anal 11, 240–243 (1975). https://doi.org/10.1007/BF01069864

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  • DOI: https://doi.org/10.1007/BF01069864

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