Principles of minimum in problems of optimal control of random processes

DOI10.1016/0021-8928(78)90140-5MaRDI QIDQ1131721zbMATH OpenOpenAlexFDO

Authors S. F. Morozov, I. P. Smirnov

Publication date 1979

Published in Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-8928(78)90140-5

zbMATH Keywords

stochastic differential equationoptimal controlminimum principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Classical flows, reactions, etc. in chemistry (92E20)

Cites work

• scientific article; zbMATH DE number 3543343 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3388085 (Why is no real title available?)
• A maximum principle for stochastic control systems
• Control of a Solution of a Stochastic Integral Equation
• NECESSARY AND SUFFICIENT OPTIMALITY CONDITIONS AND UNIQUENESS CONDITIONS FOR OPTIMIZING FUNCTIONS FOR CONTROL SYSTEMS OF GENERAL TYPE
• On Moment Inequalities for Stochastic Integrals
• On the stochastic maximum principle. Fixed time of control
• Optimal Control of Partially Observable Diffusions

This page was built for publication: Principles of minimum in problems of optimal control of random processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1131721)