Optimization of stochastic diffusion systems with constraints on control- observation process. I: Sufficient conditions of optimality

zbMath0749.49018MaRDI QIDQ1185648

S. Singh

Publication date: 28 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimality conditions; control-observation process; dynamics of probability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

49K45: Optimality conditions for problems involving randomness