Stochastic impulse control of parabolic systems of Sobolev type
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Publication:662462
DOI10.1134/S0012266111100132zbMath1231.49033OpenAlexW2011668522MaRDI QIDQ662462
Larisa Vlasenko, Anatoliy Rutkas
Publication date: 23 February 2012
Published in: Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0012266111100132
parabolic differential equationoptimal impulse control problemstochastic differential equation of Sobolev type
Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) Stochastic integral equations (60H20) Impulsive optimal control problems (49N25)
Related Items (5)
Controllability and observability of stochastic singular systems in Banach spaces ⋮ Controllability and observability of stochastic implicit systems and stochastic GE-evolution operator ⋮ Stochastic optimal control of a descriptor system ⋮ Decomposition of descriptor control systems ⋮ Linear stochastic degenerate Sobolev equations and applications†
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- Problem of impulsive regulator for one dynamical system of the Sobolev type
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