Sufficient epsilon-optimality conditions for systems with random quantization period

DOI10.1007/s10958-021-05413-3zbMath1470.49039OpenAlexW3164700572MaRDI QIDQ2027499

Konstantin A. Rybakov

Publication date: 27 May 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-021-05413-3

zbMATH Keywords

optimal stochastic control\(\epsilon\)-optimal controlpartial feedback law

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Optimality conditions for problems involving randomness (49K45) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• Sufficient epsilon-optimality conditions for jump-diffusion systems
• Optimization of quasilinear stochastic control-nonlinear diffusion systems
• Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
• The theory of differentiation in linear topological spaces
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