Risk-neutral multiobjective optimal control of random Volterra integral equations

DOI10.1016/j.jmaa.2023.127024OpenAlexW4320525794MaRDI QIDQ2694260

Tuan Nguyen Dinh

Publication date: 28 March 2023

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2023.127024

zbMATH Keywords

singular measurenecessary optimality conditionexpectation-type state constraintmixed pointwise control-state constraintrisk-neutral multiobjective optimal controlVolterra integral equation with random data

Mathematics Subject Classification ID

Volterra integral equations (45D05) Optimality conditions for problems involving randomness (49K45) Mathematical programming (90Cxx) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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