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

DOI10.1007/S10559-008-9008-XzbMATH Open1144.93032OpenAlexW2123686621MaRDI QIDQ946772FDOQ946772

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

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• A non-Skorokhod topology on the Skorokhod space
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Cited In (2)

• Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory
• Title not available (Why is that?)

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