EXISTENCE THEORY FOR STOCHASTIC OPTIMAL CONTROL SYSTEMS

DOI10.1108/EB005388zbMath0361.93066OpenAlexW2071509661MaRDI QIDQ4135350

William Nichols, Chris P. Tsokos

Publication date: 1975

Published in: Kybernetes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/eb005388

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Unnamed Item
• Random integral equations
• Random integral equations with applications to life sciences and engineering
• An existence theorem for optimal control systems with state variable in \(C\), and stochastic control problems
• Existence theorems for weak and usual optimal solutions in Lagrange problems with unilateral constraints. I

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