Optimal feedback control of a class of stochastic systems permitting jumps in the diffusion processes

DOI10.1080/00207727708942059MaRDI QIDQ4132368zbMATH OpenOpenAlexFDO

Authors D. W. Reid, Kok Lay Teo

Publication date 1977

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727708942059

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• An Existence Theorem on Optimal Control of Partially Observable Diffusions
• Optimal feedback control for a class of stochastic systems

Cited in

(5)

• Optimal bang-bang control of partially observable stochastic systems†
• Proper representation and optimal control of a non-linear stochastic system
• Proper representation and optimal control of a non-linear stochastic system
• Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
• Bang-bang partially observable feedback strategies for a rendezvous problem†

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