Control problem for diffusion-type random fields

DOI10.1007/BF02366795zbMath0844.93079OpenAlexW4251975150MaRDI QIDQ1907773

Pavel S. Knopov, E. N. Derieva

Publication date: 27 March 1996

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366795

zbMATH Keywords

optimal control problemsufficient conditionsstochastic\(\varepsilon\)-optimal controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

An identification problem for systems with additive fractional Brownian field ⋮ Some directions and results of research in mathematical programming and system analysis ⋮ Main directions in the development of informatics

Cites Work

• Stochastic integrals in the plane
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
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