Existence of an Optimal Control for Systems with Jump Markov Disturbances

DOI10.1137/0314057MaRDI QIDQ4115060zbMATH OpenOpenAlexFDO

Authors Robert M. Goor

Publication date 1976

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0314057

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimal stochastic control (93E20)

Cited in

(1)

• Existence of an optimal control for stochastic systems governed by Ito equations

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