چهارمین کنفرانس ریاضی کاربردی ایران , 2010-03-10

Title : ( A stochastic measure theoretical approach for solving nonlinear stochastic optimal control problem )

Authors: Kazem PourBadakhshan , , Ali Vahidian Kamyad ,
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Abstract

In this paper, nonlinear stochastic differential equations solved by a new approach. In this approach a nonlinear ...

Keywords

, nonlinear stochastic equation, Ito s integral, stochastic optimal control, ...