Existence of an optimal control for stochastic systems governed by Ito equations

DOI10.1007/BF00933031zbMath0377.93067OpenAlexW2011060629MaRDI QIDQ1246403

Robert M. Goor

Publication date: 1979

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00933031

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites Work

• Existence results for optimal stochastic controls
• Existence of an Optimal Control for Systems with Jump Markov Disturbances
• Representation of Martingales, Quadratic Variation and Applications
• Existence theorems for weak and usual optimal solutions in Lagrange problems with unilateral constraints. I
• On Filippov's Implicit Functions Lemma
• Existence of Optimal Stochastic Control Laws
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