共 4 条
- [1] Derieva E. N., 2004, CYBERNET SYST, P116
- [2] Erraoui M., 2002, MATH PREPR SER
- [3] Pepelyaeva T. V., 2004, THEORY OPTIMAL SOLUT, P133
- [4] [No title captured]
A PROBLEM OF OPTIMAL CONTROL OF A STOCHASTIC SHEET
被引：0
作者：
Pepeljaeva, T. V.
[1
]
机构：
[1] Natl Acad Sci Ukraine, Cybernet Inst, Kiev, Ukraine
关键词：
stochastic differential equation;
fractional Wiener sheet;
optimal control;
D O I：
10.1007/s10559-010-9192-3
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of optimal control of the solution of a stochastic differential equation with a fractional Wiener sheet is investigated.
引用
收藏
页码：140 / 144
页数：5
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