Optimal programmed controls: existence and approximation

DOI10.1070/SM2001V192N05ABEH000567zbMath1010.49001OpenAlexW2062263672MaRDI QIDQ2784552

D. A. Khrychev

Publication date: 2 June 2002

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

Full work available at URL: https://doi.org/10.1070/sm2001v192n05abeh000567

zbMATH Keywords

optimal controlstochastic optimal controldistributed parameterssuboptimal controls

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions to problems involving randomness (49J55)

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