Approximate synthesis of optimal control over quasilinear stochastic differential equations with a small parameter and Poisson perturbations

DOI10.1007/S10559-008-9008-XMaRDI QIDQ946772zbMATH OpenOpenAlexFDO

Authors L. I. Yasinskaya, V. K. Yasins'kyj, Svitlana V. Antonyuk

Publication date 24 September 2008

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-008-9008-x

zbMATH Keywords

optimal controlsmall parameterPoisson perturbationapproximate synthesisquasilinear stochastic functional-differential equation

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Cites work

• scientific article; zbMATH DE number 3609557 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• A non-Skorokhod topology on the Skorokhod space
• The almost sure Skorokhod representation for subsequences in nonmetric spaces

Cited in

(2)

• Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory
• scientific article; zbMATH DE number 5592405 (Why is no real title available?)

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