Optimal control for a class of nonlinear stochastic hereditary systems

DOI10.1016/0022-247X(89)90366-1zbMath0685.93073OpenAlexW1973378407MaRDI QIDQ1262288

Constantin Tudor

Publication date: 1989

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(89)90366-1

zbMATH Keywords

nonlinear hereditary differential equationsnonlinear stochastic hereditary equations of Ito type

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Stochastic retarded inclusion with Carathéodory-upper separated multifunctions

Cites Work

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• Optimal control of nonlinear hereditary systems
• On Stochastic Functional-Differential Equations with Unbounded Delay
• On properties of strong solutions of stochastic equations with respect to semimartingales

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