First-order and second-order necessary optimality conditions for discrete-time stochastic systems with delay

DOI10.1093/IMAMCI/DNAC010zbMATH Open1496.93129OpenAlexW4285154334MaRDI QIDQ5087216FDOQ5087216

Authors: Teng Song, Bin Liu 

Publication date: 8 July 2022

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnac010

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zbMATH Keywords

necessary optimality conditionsdiscrete-time stochastic systemsquasi-singular controldiscrete-time backward stochastic equations

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited In (6)

• Necessary and sufficient conditions for near-optimality of stochastic delay systems
• Second order necessary conditions of optimality for stochastic systems with variable delay
• First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems
• Title not available (Why is that?)
• Necessary first-order and second-order optimality conditions in discrete-time stochastic systems
• Necessary first- and second-order optimality conditions in discrete systems with a delay in control

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