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

DOI10.1080/00207727708942059zbMATH Open0358.93046OpenAlexW2049296114MaRDI QIDQ4132368FDOQ4132368

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

• Title not available (Why is that?)
• Title not available (Why is that?)
• An Existence Theorem on Optimal Control of Partially Observable Diffusions
• Optimal feedback control for a class of stochastic systems

Cited In (5)

• Bang-bang partially observable feedback strategies for a rendezvous problem†
• Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
• 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

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