Mean-optimality principle for systems with random jump structure

DOI10.1007/BF01078675MaRDI QIDQ4750514zbMATH OpenFDO

Authors V. A. Bodner, N. E. Rodnishchev, E. P. Yurikov

Publication date 1982

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01078675

zbMATH Keywords

Hilbert spacelinear-quadratic stochastic problem

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 3708181 (Why is no real title available?)
• Method of gradient projection in stochastic-system optimization problems
• Sufficient optimality conditions for dynamic systems that can be described by stochastic differential equations

Cited in

(1)

• Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

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