Time discretization of a setvalued stochastic dynamic system

DOI10.1080/02331939508844158MaRDI QIDQ4351197zbMATH OpenOpenAlexFDO

Authors Hagen Fritsch

Publication date 20 November 1997

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939508844158

zbMATH Keywords

optimal controlstochastic differential inclusiontime discretization

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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Cites work

• A maximum principle for stochastic control systems
• An Introductory Approach to Duality in Optimal Stochastic Control
• Optimal control of a setvalued stochastic dynamic system
• Über die Ableitung von intervallwertigen Funktionen. (On the derivative of interval-valued functions)

Cited in

(2)

• scientific article; zbMATH DE number 4054724 (Why is no real title available?)
• scientific article; zbMATH DE number 1241943 (Why is no real title available?)

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