On optimal control of the stochastic systems with delayed controls and delayed measurements

DOI10.1016/0022-247X(80)90094-3zbMath0442.93060OpenAlexW2050358461MaRDI QIDQ1143987

Kenko Uchida

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(80)90094-3

zbMATH Keywords

stochastic controlmeasurement delaycontrol delaynonlinear measurement

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35)

Cites Work

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