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Original Articles

Statistical optimal controlFootnote

Pages 303-313 | Received 10 Aug 1968, Published online: 24 Oct 2007
 

Abstract

In an attempt to modify Pontryagin's method in such a way that more complicated problems if optimization can be brought within the capabilities of present-day computers, the analogy between hamiltonian dynamics and the continuous maximum principle has been extended. This paper gives some basic theorems.

Notes

†Communicated by the Author.

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