On a class of control problems with incomplete information

Systems Analysis: Modeling and Control: Materials of the International Conference in memory of Academician A.V. Kryazhimskiy

“…The program packages method was also applied to problems of guidance to a system of target sets [11], and to the guaranteed control problem for a linear stochastic differential equation [12]. One of the prospective directions of the method development can be an extension of the method to non-linear systems, see, for example, [13].…”