EXISTENCE THEORY FOR STOCHASTIC OPTIMAL CONTROL SYSTEMS

DOI10.1108/EB005388MaRDI QIDQ4135350zbMATH OpenOpenAlexFDO

Authors William Nichols, chris P. Tsokos

Publication date 1975

Published in Kybernetes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1108/eb005388

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites work

• An existence theorem for optimal control systems with state variable in C, and stochastic control problems
• Existence theorems for weak and usual optimal solutions in Lagrange problems with unilateral constraints. I
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• Random integral equations
• Random integral equations with applications to life sciences and engineering

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