Stochastic impulse control of parabolic systems of Sobolev type

DOI10.1134/S0012266111100132zbMath1231.49033OpenAlexW2011668522MaRDI QIDQ662462

Larisa Vlasenko, Anatoliy Rutkas

Publication date: 23 February 2012

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266111100132

zbMATH Keywords

parabolic differential equationoptimal impulse control problemstochastic differential equation of Sobolev type

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) Stochastic integral equations (60H20) Impulsive optimal control problems (49N25)

Related Items (5)

Controllability and observability of stochastic singular systems in Banach spaces ⋮ Controllability and observability of stochastic implicit systems and stochastic GE-evolution operator ⋮ Stochastic optimal control of a descriptor system ⋮ Decomposition of descriptor control systems ⋮ Linear stochastic degenerate Sobolev equations and applications^†

Cites Work

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• Linear stochastic differential-algebraic equations with constant coefficients
• Optimal control with impulsive component for systems described by implicit parabolic operator differential equations
• Problem of impulsive regulator for one dynamical system of the Sobolev type
• Generalized Stochastic Integrals and Equations
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

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