Optimal controls for stochastic systems with singular noise

DOI10.1016/0167-6911(86)90103-9zbMath0614.93067OpenAlexW2006067201MaRDI QIDQ1820747

Nigel J. Cutland

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90103-9

zbMATH Keywords

stochastic systemnonstandard methodsrelaxed optimal controlexistence of completely observed optimal controls

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55) Nonstandard models (03H99)

Cites Work

• Infinitesimal methods in control theory: deterministic and stochastic
• Nonstandard Measure Theory and its Applications
• Optimal Control for Partially Observed Diffusions
• Existence of Optimal Stochastic Control Laws
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