Optimal control of Volterra type stochastic difference equations

DOI10.1016/S0898-1221(98)80026-6zbMath0987.93078OpenAlexW2021838253MaRDI QIDQ1962892

N. Kuchkina, Leonid Shaikhet

Publication date: 20 January 2000

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

Full work available at URL: https://doi.org/10.1016/s0898-1221(98)80026-6

zbMATH Keywords

existencestochastic optimal controlsecond-kind Volterra stochastic difference equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) General theory of functional equations and inequalities (39B05)

Related Items (5)

Mean-Square Filtering Problem for Discrete Volterra Equations ⋮ Attracting and quasi-invariant sets for a class of impulsive stochastic difference equations ⋮ Mean square exponential stability of impulsive stochastic difference equations ⋮ Filtering Problem for Discrete Volterra Equations with Combined Disturbances ⋮ On one approach to the solution of the problem of guaranteeing estimation for Volterra equations

Cites Work

• Optimal control problem for nonlinear stochastic difference second kind Volterra equations
• On the optimal control of integral-functional equations
• Riccati equations in the stability of retarded stochastic linear systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal control of Volterra type stochastic difference equations