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

zbMATH Open1289.93153MaRDI QIDQ2850845FDOQ2850845

Authors: N. V. Bradul 

Publication date: 1 October 2013

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

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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)

Cited In (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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