Sufficient epsilon-optimality conditions for jump-diffusion systems

DOI10.1007/S10958-020-05006-6zbMATH Open1448.93351OpenAlexW3081850547MaRDI QIDQ2199054FDOQ2199054

Authors: K. A. Rybakov 

Publication date: 16 September 2020

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-020-05006-6

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zbMATH Keywords

epsilon-optimality conditionsnonlinear jump-diffusion systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Cites Work

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• The theory of differentiation in linear topological spaces
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• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems

Cited In (5)

• Sufficient conditions for terminal invariance of stochastic jump diffusion systems
• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• Sufficient epsilon-optimality conditions for systems with random quantization period
• Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps
• Optimization of stochastic jump diffusion systems nonlinear in the control

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