Optimal control problem for nonlinear stochastic difference second kind Volterra equations

DOI10.1016/S0898-1221(97)00189-2zbMath0898.93036OpenAlexW1980676428MaRDI QIDQ1376699

N. Kuchkina, Leonid Shaikhet

Publication date: 5 November 1998

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(97)00189-2

zbMATH Keywords

Volterra integral equationdiscrete-time systemoptimal stochastic control problem

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Volterra integral equations (45D05)

Related Items (6)

Boundary value problems for general discrete systems on infinite intervals ⋮ Linear square optimal control problem for stochastic difference equations with unknown parameters ⋮ Optimal control problem for nonlinear stochastic difference second kind Volterra equations ⋮ Optimal control of Volterra type stochastic difference equations ⋮ Stability of a general class of difference systems ⋮ On a generalized difference system

Cites Work

• Unnamed Item
• Linear square optimal control problem for stochastic difference equations with unknown parameters
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• Opial-type inequalities involving higher order differences
• Riccati equations in the stability of retarded stochastic linear systems

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