Optimal control of stochastic difference Volterra equations. An introduction

DOI10.1007/978-3-319-13239-6zbMath1309.49001OpenAlexW2495497411MaRDI QIDQ487294

Leonid Shaikhet

Publication date: 19 January 2015

Published in: Studies in Systems, Decision and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13239-6

zbMATH Keywords

optimal controlincomplete informationsuccessive approximationsoptimal estimationoptimal stabilizationstochastic difference Volterra equations

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Stochastic analysis (60H99) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21) Problems with incomplete information (optimization) (49N30) Stochastic difference equations (39A50)

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