scientific article; zbMATH DE number 3943693

MaRDI QIDQ3715008zbMATH OpenFDO

Authors Zhansheng Wu, Beiyuan Shi

Publication date 1984

zbMATH Keywords

deterministic optimal controldiffusions with jumpsdistributed parameter systems of integro-differential typestochastic optimal control

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Existence of optimal solutions to problems involving randomness (49J55) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Optimal stochastic control (93E20)

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• Optimal control in a differential-difference system with a random quantization in time
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• The optimal control problem associated with multi-valued stochastic differential equations with jumps
• Optimal control of jump-diffusion processes with random parameters
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions

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