Optimal control problem for nonlinear stochastic difference second kind Volterra equations
DOI10.1016/S0898-1221(97)00189-2zbMATH Open0898.93036OpenAlexW1980676428MaRDI QIDQ1376699FDOQ1376699
Authors: N. V. Kuchkina, Leonid Shaikhet
Publication date: 5 November 1998
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(97)00189-2
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Volterra integral equations (45D05) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
- Title not available (Why is that?)
- Opial-type inequalities involving higher order differences
- Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
- Linear square optimal control problem for stochastic difference equations with unknown parameters
- Optimal control problem for nonlinear stochastic difference second kind Volterra equations
- Riccati equations in the stability of retarded stochastic linear systems
Cited In (12)
- Boundary value problems for general discrete systems on infinite intervals
- Successive approximations to an optimal control of quasilinear stochastic difference equations
- On a generalized difference system
- The problem of optimal stabilization for stochastic difference Volterra type equation.
- Title not available (Why is that?)
- Über ein gesteuertes zweiparametrisches stochastisches differenzensystem
- Optimal control of stochastic difference Volterra equations. An introduction
- Stability of a general class of difference systems
- Optimal control of Volterra type stochastic difference equations
- Solution of the optimal control problem with incomplete data for the stochastic difference Volterra equation
- Linear square optimal control problem for stochastic difference equations with unknown parameters
- Optimal control problem for nonlinear stochastic difference second kind Volterra equations
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