Near-optimal controls of a class of Volterra integral systems
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Publication:1291821
DOI10.1023/A:1021741627449zbMath0947.49020MaRDI QIDQ1291821
Publication date: 7 November 2000
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
necessary and sufficient conditionsVolterra integral equationscontrol parametrizationoptimal control problemsnear-optimal controls
Related Items (6)
On necessary and sufficient conditions for near-optimal singular stochastic controls ⋮ A new direct method for solving optimal control problem of nonlinear Volterra-Fredholm integral equation via the Müntz-Legendre polynomials ⋮ Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions ⋮ On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. ⋮ On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality ⋮ On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
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