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The article proves the separation theorem for optimal control of stochastic systems in the case when an observed continuous-time process possess memory of arbitrary ration relating to a state vector.
ASJC Scopus subject areas
- Physics and Astronomy(all)
Svetlana Vladimirovna Rozhkova (Participant)19 Nov 2015 → 20 Nov 2015
Activity: Participating in or organising an event types › Participation in conference