On the existence of optimal solutions in a stochastic control model

DOI10.1007/BF00940810zbMath0541.93078MaRDI QIDQ795010

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

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

Related Items (1)

New sequential compactness results for spaces of scalarly integrable functions

Cites Work

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• Controlled Ornstein-Uhlenbeck process with chance constraints
• On existence problems for the optimal control of certain nonlinear integral equations of Urysohn type
• Weak lower semicontinuity of integral functionals
• A General Approach to Lower Semicontinuity and Lower Closure in Optimal Control Theory
• Limited risk control of the ornstein-uhleeck process
• Lower Semicontinuity of Integral Functionals with Nonconvex Integrands by Relaxation-Compactification
• Lower Closure Problems with Weak Convergence Conditions in a New Perspective
• On Lower Semicontinuity of Integral Functionals. I
• A Stochastic Control Model with Chance Constraints

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