Optimal control problem for nonlinear stochastic difference second kind Volterra equations

DOI10.1016/S0898-1221(97)00189-2MaRDI QIDQ1376699zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

discrete-time systemVolterra integral equationoptimal stochastic control problem

Mathematics Subject Classification ID

Volterra integral equations (45D05) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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• Optimal control of Volterra type stochastic difference equations
• The problem of optimal stabilization for stochastic difference Volterra type equation.
• Solution of the optimal control problem with incomplete data for the stochastic difference Volterra equation
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Cites work

• scientific article; zbMATH DE number 852177 (Why is no real title available?)
• 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
• Opial-type inequalities involving higher order differences
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• Riccati equations in the stability of retarded stochastic linear systems

Cited in

(12)

• Stability of a general class of difference systems
• scientific article; zbMATH DE number 1504517 (Why is no real title available?)
• Successive approximations to an optimal control of quasilinear stochastic difference equations
• Boundary value problems for general discrete systems on infinite intervals
• Optimal control of Volterra type stochastic difference equations
• Linear square optimal control problem for stochastic difference equations with unknown parameters
• On a generalized difference system
• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• The problem of optimal stabilization for stochastic difference Volterra type equation.
• Solution of the optimal control problem with incomplete data for the stochastic difference Volterra equation
• Über ein gesteuertes zweiparametrisches stochastisches differenzensystem
• Optimal control of stochastic difference Volterra equations. An introduction

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