scientific article; zbMATH DE number 5592405

MaRDI QIDQ5325152zbMATH OpenFDO

Authors Taras O. Lukashiv

Publication date 8 August 2009

zbMATH Keywords

optimal controlstochastic differential-functional Itô-Skorokhod equationstochastic dynamic system

Mathematics Subject Classification ID

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

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(5)

• Synthesis of optimal control of dynamic systems with infinite aftereffect, a small parameter, and Poisson perturbations
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