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Proceedings of the Yerevan State University, series Physical and Mathematical Sciences, 2001, Issue 3, Pages 31–34 (Mi uzeru595)  
Mathematics

Differential rapprochement games with $m$ target sets for stochastic linear systems

A. G. Matevosyan

Yerevan State University
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Abstract: Problem of rapprochement with $m$ target sets is considered, when the movement of system is described by the system of linear stochastic differential equations. The extremal strategy is constructed by a method of extremal aiming.
Keywords: system of linear stochastic differential equations.
Received: 14.02.2001
Accepted: 31.10.2001
Document Type: Article
UDC: 514.75
Language: Russian
Citation: A. G. Matevosyan, “Differential rapprochement games with $m$ target sets for stochastic linear systems”, Proceedings of the YSU, Physical and Mathematical Sciences, 2001, no. 3, 31–34
Citation in format AMSBIB
\Bibitem{Mat01}
\by A.~G.~Matevosyan
\paper Differential rapprochement games with $m$ target sets for stochastic linear systems
\jour Proceedings of the YSU, Physical and Mathematical Sciences
\yr 2001
\issue 3
\pages 31--34
\mathnet{http://mi.mathnet.ru/uzeru595}
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