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Original Articles

Zur näherungsweisen ermittlung optimaler stochastischer steuerimgen durch diskretisierung

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Pages 383-393 | Received 01 Nov 1976, Published online: 05 Jul 2007

References

  • Budak , B.M. and Berkowitsch , E.M. 1971 . Über die Approximation von Extremal-aufgaben (I) . [Zcirc]. Vyĉisl. Mat. i Fiz , 11 ( 3 ) russ
  • Dunford N.Schwartz , J.T. 1958 . Linear Operators, Part I New York
  • Gichman , I.I. and Skorochod , A.W. 1971 . Stochastische Differentialgleichungen Berlin
  • Grecksch , W. 1976 . “ Beitrag zur näherungsweisen Ermittlung optimaler stochastischer Steuerungen ” . In Dissertation , TU Dresden .
  • Levitin , E.S. and Poljak , B.T. 1966 . Minimierungsverfahren unter Berüeksichtigung von Nebenbedingungen . [Zcirc]. Vyĉisl. Mat. i Fiz , 6 ( 5 ) russ
  • Lipzer , R.SH and Shibjaew , A.N. 1974 . Statistik zufälliger Prozesse Moskau russ
  • Tolwinski , B. 1973 . The approximation method for solving dynamic optimisations problems , Vol. 1 , Vortragsreihe Al : Intern, wiss. Koll. der TH Ilmenau .

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