Solution of the optimal control problem with incomplete data for the stochastic difference Volterra equation

MaRDI QIDQ2850845zbMATH OpenFDO

Authors N. V. Bradul

Publication date 1 October 2013

Published in Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

incomplete dataoptimal controlstochastic difference Volterra equation

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems with incomplete information (93C41) Optimal stochastic control (93E20)

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(3)

• The problem of optimal stabilization for stochastic difference Volterra type equation.
• Optimal control of stochastic difference Volterra equations. An introduction
• Optimal control of Volterra type stochastic difference equations

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