Necessary conditions for the optimal control of constrained discontinuous nonlinear stochastic systems

zbMath1082.93612MaRDI QIDQ2567647

N. E. Rodnishchev

Publication date: 11 October 2005

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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