On the existence of optimal solutions in a stochastic control model

DOI10.1007/BF00940810MaRDI QIDQ795010zbMATH OpenFDO

Authors Erik J. Balder

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

chance constraintsWiener integralslower semicontinuity for integral functionals

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Existence of optimal solutions to problems involving randomness (49J55) Weak and generalized continuity (54C08) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3682726 (Why is no real title available?)
• scientific article; zbMATH DE number 3576395 (Why is no real title available?)
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3400017 (Why is no real title available?)
• A General Approach to Lower Semicontinuity and Lower Closure in Optimal Control Theory
• A Stochastic Control Model with Chance Constraints
• Controlled Ornstein-Uhlenbeck process with chance constraints
• Limited risk control of the ornstein-uhleeck process
• Lower Closure Problems with Weak Convergence Conditions in a New Perspective
• Lower Semicontinuity of Integral Functionals with Nonconvex Integrands by Relaxation-Compactification
• On Lower Semicontinuity of Integral Functionals. I
• On existence problems for the optimal control of certain nonlinear integral equations of Urysohn type
• Weak lower semicontinuity of integral functionals

Cited in

(10)

• scientific article; zbMATH DE number 5951032 (Why is no real title available?)
• On the existence of an optimal control for a stochastic optimization problem with constraints
• On the Existence of Optimal Policies in Stochastic Control
• Optimal control versus stochastic target problems: an equivalence result
• scientific article; zbMATH DE number 4014596 (Why is no real title available?)
• scientific article; zbMATH DE number 13605 (Why is no real title available?)
• On extremal solutions to stochastic control problems. II
• scientific article; zbMATH DE number 4006130 (Why is no real title available?)
• New sequential compactness results for spaces of scalarly integrable functions
• scientific article; zbMATH DE number 1254181 (Why is no real title available?)

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