Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type. (English. Russian original) Zbl 1297.93189
J. Comput. Syst. Sci. Int. 46, No. 3, 359-370 (2007); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2007, No. 3, 27-38 (2007).