Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems
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Publication:1735227
DOI10.1134/S000511791812007XzbMath1411.93196OpenAlexW4240981318MaRDI QIDQ1735227
Publication date: 28 March 2019
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s000511791812007x
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items (3)
Moment characteristic method in the optimal control theory of diffusion-type stochastic systems ⋮ Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems ⋮ Optimization of stochastic jump diffusion systems nonlinear in the control
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