Proper representation and optimal control of a non-linear stochastic system
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Publication:4191939
DOI10.1080/00207727908941570zbMath0405.93045MaRDI QIDQ4191939
Menahem Friedman, Yaakov Yavin
Publication date: 1979
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207727908941570
Poisson Process; Necessary Conditions; Numerical Method; Wiener Processes; Discontinuous Sample Paths; Non-Linear Partial Integro-Differential Equations; Optimal Control of a Stochastic System
93E20: Optimal stochastic control
60J60: Diffusion processes
49K45: Optimality conditions for problems involving randomness
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