scientific article; zbMATH DE number 5592405

zbMATH Open1199.60217MaRDI QIDQ5325152FDOQ5325152

Authors: Taras O. Lukashiv 

Publication date: 8 August 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal controlstochastic dynamic systemstochastic differential-functional Itô-Skorokhod equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Existence of optimal solutions to problems involving randomness (49J55)

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• Successive approximations to the optimal control of stochastic systems with after-effect. I
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• Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations
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