Infinitesimal methods in control theory: deterministic and stochastic

DOI10.1007/BF00046584zbMath0585.49005OpenAlexW2035331885MaRDI QIDQ1071249

Nigel J. Cutland

Publication date: 1986

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00046584

zbMATH Keywords

nonstandard analysisrelaxed controlsdeterministic controlpartially observed stochastic controlLoeb spacesdigital read-out

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for optimal control problems involving ordinary differential equations (49J15) Nonstandard models in mathematics (03H05) Existence of optimal solutions to problems involving randomness (49J55) Nonstandard analysis (26E35)

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