Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes

DOI10.1080/00207727708942059zbMath0358.93046OpenAlexW2049296114MaRDI QIDQ4132368

D. W. Reid, Kok Lay Teo

Publication date: 1977

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942059

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (5)

Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model ⋮ Proper representation and optimal control of a non-linear stochastic system ⋮ Optimal bang-bang control of partially observable stochastic systems† ⋮ Proper representation and optimal control of a non-linear stochastic system ⋮ Bang-bang partially observable feedback strategies for a rendezvous problem†

Cites Work

• Optimal feedback control for a class of stochastic systems
• An Existence Theorem on Optimal Control of Partially Observable Diffusions
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