Admissibility and optimal control for stochastic difference equations

被引:0
|
作者
Okonkwo, ZC [1 ]
机构
[1] Albany State Univ, Dept Math & Comp Sci, Albany, GA 31705 USA
关键词
D O I
暂无
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
引用
收藏
页码:263 / 267
页数:5
相关论文
共 50 条
  • [41] Optimal control of stochastic functional differential equations with a bounded memory
    Chang, Mou-Hsiung
    Pang, Tao
    Pemy, Moustapha
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2008, 80 (01) : 69 - 96
  • [42] Stochastic optimal control of McKean–Vlasov equations with anticipating law
    Nacira Agram
    Afrika Matematika, 2019, 30 : 879 - 901
  • [43] OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES
    Barbu, Viorel
    Rockner, Michael
    Zhang, Deng
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 58 (04) : 2383 - 2410
  • [44] Optimal control for stochastic Volterra equations with multiplicative Levy noise
    Bonaccorsi, Stefano
    Confortola, Fulvia
    NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2020, 27 (03):
  • [45] OPTIMAL-CONTROL FOR SEMILINEAR STOCHASTIC-EVOLUTION EQUATIONS
    TUDOR, C
    APPLIED MATHEMATICS AND OPTIMIZATION, 1989, 20 (03): : 319 - 331
  • [46] WEAK SOLUTIONS OF STOCHASTIC REACTION DIFFUSION EQUATIONS AND THEIR OPTIMAL CONTROL
    Ahmed, N. U.
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES S, 2018, 11 (06): : 1011 - 1029
  • [47] Weighted stochastic Riccati equations for generalization of linear optimal control☆
    Ito, Yuji
    Fujimoto, Kenji
    Tadokoro, Yukihiro
    AUTOMATICA, 2025, 171
  • [48] HOMOTOPY FOR RATIONAL RICCATI EQUATIONS ARISING IN STOCHASTIC OPTIMAL CONTROL
    Zhang, Liping
    Fan, Hung-Yuan
    Chu, Eric King-Wah
    Wei, Yimin
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2015, 37 (01): : B103 - B125
  • [49] Optimal Control Strategies for Stochastic Differential Equations: A Computational Approach
    El-Sayed, Ahmed
    Al-Hassan, Fatima
    CINEFORUM, 2024, 65 (03): : 160 - 163
  • [50] Weak Solutions and Optimal Control for Multivalued Stochastic Differential Equations
    Zalinescu, Adrian
    NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2008, 15 (4-5): : 511 - 533