Mean-optimality principle for systems with random jump structure

DOI10.1007/BF01078675zbMath0511.93073MaRDI QIDQ4750514

N. E. Rodnishchev, E. P. Yurikov, V. A. Bodner

Publication date: 1982

Published in: Cybernetics (Search for Journal in Brave)

zbMATH Keywords

Hilbert spacelinear-quadratic stochastic problem

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Optimal stochastic control (93E20) Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

Cites Work

• Method of gradient projection in stochastic-system optimization problems
• Sufficient optimality conditions for dynamic systems that can be described by stochastic differential equations
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