Optimal control with delay of jump random processes

zbMATH Open0711.93094MaRDI QIDQ923039FDOQ923039

Authors: V. M. Khametov 

Publication date: 1990

Published in: Automation and Remote Control (Search for Journal in Brave)

Recommendations

• Optimal control of a jump process
• Optimal control of jump-diffusion processes with random parameters
• scientific article; zbMATH DE number 3923820
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
• scientific article; zbMATH DE number 3983057
• Optimal control for stochastic delay evolution equations
• Optimal control for stochastic differential delay equations with Poisson jumps and applications
• scientific article; zbMATH DE number 2183486
• Optimal control problem associated with jump processes
• Stochastic optimal control problem with delay

zbMATH Keywords

delayoptimal control strategiesquasilinear from the left jump random process

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (5)

• A ``direct method to prove the generalized Itô-Venttsel' formula for a generalized stochastic differential equation
• Optimal stochastic impulse control with random coefficients and execution delay
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
• Title not available (Why is that?)
• Optimal control problem associated with jump processes

This page was built for publication: Optimal control with delay of jump random processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q923039)