Sufficient epsilon-optimality conditions for jump-diffusion systems

DOI10.1007/S10958-020-05006-6MaRDI QIDQ2199054zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3649525 (Why is no real title available?)
• scientific article; zbMATH DE number 3751974 (Why is no real title available?)
• scientific article; zbMATH DE number 3998900 (Why is no real title available?)
• scientific article; zbMATH DE number 818451 (Why is no real title available?)
• Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis
• The technique for accurate and approximate synthesis of optimal continuous-time stochastic control systems
• The theory of differentiation in linear topological spaces

Cited in

(5)

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

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