Optimization of stochastic jump diffusion systems nonlinear in the control

DOI10.1134/S0005117922090077zbMath1501.93163MaRDI QIDQ2096165

Yanyan Li

Publication date: 16 November 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

nonlinear control systemsjump diffusionlocal optimality conditionsuccessive improvement

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (1)

Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems

Cites Work

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• Optimization of quasilinear stochastic control-nonlinear diffusion systems
• Gradient Theory of Optimal Flight Paths
• A Steepest-Ascent Method for Solving Optimum Programming Problems

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