Optimization of quasilinear stochastic control-nonlinear diffusion systems

DOI10.1134/S0005117917060054zbMath1370.93321MaRDI QIDQ2401032

Yanyan Li

Publication date: 31 August 2017

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

zbMATH Keywords

optimal stochastic controlnonlinear dynamic systemquasilinear dynamic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Related Items

Moment characteristic method in the optimal control theory of diffusion-type stochastic systems ⋮ Some algorithms for the improvement of time-varying controllers on an infinite time horizon ⋮ Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems ⋮ Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems ⋮ Sufficient epsilon-optimality conditions for systems with random quantization period ⋮ Optimization of stochastic jump diffusion systems nonlinear in the control

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