Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations

DOI10.1007/s10559-008-9008-xzbMath1144.93032OpenAlexW2123686621MaRDI QIDQ946772

L. I. Yasinskaya, Svitlana V. Antonyuk, V. K. Yasinskij

Publication date: 24 September 2008

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-008-9008-x

zbMATH Keywords

optimal controlsmall parameterPoisson perturbationapproximate synthesisquasilinear stochastic functional-differential equation

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

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Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory

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