Inverse problem for nonlinear stochastic systems and necessary conditions for optimal choice of drift and diffusion vector fields

DOI10.7151/DMDICO.1230OpenAlexW4226314299MaRDI QIDQ5040304

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Publication date: 11 October 2022

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmdico.1230

zbMATH Keywords

identificationinverse problemHilbert spacenecessary conditions of optimalitynonlinear stochastic systemsexistence of optimal drift-diffusion-jump triples

Mathematics Subject Classification ID

System identification (93B30) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27) Inverse problems in optimal control (49N45) Existence of optimal solutions to problems involving randomness (49J55)

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