6533b7d3fe1ef96bd125fecf

RESEARCH PRODUCT

Stochastic Control Problems

Viorel ArnăutuPekka Neittaanmäki

subject

Stochastic controlsymbols.namesakeMarkov chainWiener processComputer scienceStochastic processsymbolsStochastic matrixApplied mathematicsMarkov processStochastic optimizationStochastic programming

description

The general theory of stochastic processes originated in the fundamental works of A. N. Kolmogorov and A. Ya. Khincin at the beginning of the 1930s. Kolmogorov, 1938 gave a systematic and rigorous construction of the theory of stochastic processes without aftereffects or, as it is customary to say nowadays, Markov processes. In a number of works, Khincin created the principles of the theory of so-called stationary processes.

yearjournalcountryeditionlanguage
2003-01-01
https://doi.org/10.1007/978-94-017-2488-3_8