Nearly Optimal Impulsive Controls for Reflected Wideband Width Process

DOI10.1081/SAP-120026111zbMath1048.93100OpenAlexW2955190781MaRDI QIDQ4432681

Kandethody M. Ramachandran

Publication date: 28 October 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120026111

zbMATH Keywords

cost functionaldiffusion processoptimal control problemimpulsive controlwideband noise processpseudo path topology

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations with impulses (34A37) Optimal stochastic control (93E20)

Cites Work

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• Nearly Optimal Singular Controls for Wideband Noise Driven Systems
• Discrete parameter singular control problem with state dependent noise and non-smooth dynamics
• Convergence problems for an impulsively and singularly controlled system

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