A time-optimal stochastic control problem

DOI10.1080/00207727708942114MaRDI QIDQ4186901zbMATH OpenOpenAlexFDO

Authors Harold Proppe, Abraham Boyarsky

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/10.1080/00207727708942114

zbMATH Keywords

Brownian MotionDiffusion ProcessStochastic Attainable SetTime-Optimal Stochastic Control Problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55) Attainable sets, reachability (93B03) Optimal stochastic control (93E20)

Cited in

(3)

• Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces
• Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential
• Time optimal control to a partial stochastic differential system with pseudo almost periodic coefficients

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