On a problem of quasi-optimal impulse correction of stochastic systems

DOI10.1007/BF01104045zbMath0718.49014OpenAlexW2041419144MaRDI QIDQ2639327

L. A. Zuev

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01104045

zbMATH Keywords

correction impulsesnearly optimal corrections

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• On the approximation of optimal stochastic controls
• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• Unnamed Item
• Unnamed Item

This page was built for publication: On a problem of quasi-optimal impulse correction of stochastic systems