Optimal control problem for nonlinear stochastic difference second kind Volterra equations

DOI10.1016/S0898-1221(97)00189-2zbMath0898.93036MaRDI QIDQ1376699

Leonid Shaikhet, N. Kuchkina

Publication date: 5 November 1998

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Volterra integral equation; discrete-time system; optimal stochastic control problem

Mathematics Subject Classification ID

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

93E20: Optimal stochastic control

45D05: Volterra integral equations

Related Items

On a generalized difference system, Boundary value problems for general discrete systems on infinite intervals, Linear square optimal control problem for stochastic difference equations with unknown parameters, Optimal control problem for nonlinear stochastic difference second kind Volterra equations, Optimal control of Volterra type stochastic difference equations, Stability of a general class of difference systems

Cites Work

• Unnamed Item
• Linear square optimal control problem for stochastic difference equations with unknown parameters
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• Opial-type inequalities involving higher order differences
• Riccati equations in the stability of retarded stochastic linear systems