Optimal control of stochastic difference Volterra equations. An introduction
DOI10.1007/978-3-319-13239-6zbMATH Open1309.49001OpenAlexW2495497411MaRDI QIDQ487294FDOQ487294
Publication date: 19 January 2015
Published in: Studies in Systems, Decision and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13239-6
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- scientific article; zbMATH DE number 2107101
optimal estimationoptimal controlincomplete informationsuccessive approximationsoptimal stabilizationstochastic difference Volterra equations
Existence theories for optimal control problems involving relations other than differential equations (49J21) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving relations other than differential equations (49K21) Optimality conditions for problems involving randomness (49K45) Problems with incomplete information (optimization) (49N30) Optimal stochastic control (93E20) Stochastic difference equations (39A50) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Stochastic analysis (60H99) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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