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Approximation of solutions of strongly nonstationary stochastic extremal problems in continuous time. I: Principles of design of algorithms. (English. Russian original) Zbl 0515.93076

Autom. Remote Control 43, 1424-1431 (1983); translation from Avtom. Telemekh. 1982, No. 11, 73-80 (1982).
MSC:  93E25 90C15 93E11 62L20 49K45
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