Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching

DOI10.1155/2020/9457152zbMath1489.93131OpenAlexW3037635221MaRDI QIDQ2194694

Svitlana V. Antonyuk, Taras O. Lukashiv, Marian F. Byrka, Mykola Y. Gorbatenko, Igor V. Malyk

Publication date: 7 September 2020

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/9457152

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Jump processes on general state spaces (60J76)

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