On the optimal control of integral-functional equations (Q1821081)
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scientific article; zbMATH DE number 3997684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimal control of integral-functional equations |
scientific article; zbMATH DE number 3997684 |
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On the optimal control of integral-functional equations (English)
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1985
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The problem of the optimal control of stochastic integral-functional equations of neutral type with an integral quality functional is considered. For the case of a linear quadratic problem an explicit form of the optimal control is presented. A class of equations which originate in the synthesis of Volterra equations, and stochastic differential equations with after-effects of neutral type are also discussed.
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stochastic integral-functional equations of neutral type
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integral quality functional
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