EXISTENCE RESULTS FOR OPTIMAL STOCHASTIC CONTROLS

被引：38

作者：

KUSHNER, HJ ^{[1
]}

机构：

[1] BROWN UNIV,PROVIDENCE,RI 02912

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1975年 / 15卷 / 04期

关键词：

D O I：

10.1007/BF00933203

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：347 / 359

页数：13

共 50 条

[1] ON EXISTENCE OF OPTIMAL STOCHASTIC CONTROLS
FLEMING, WH
NISIO, M
JOURNAL OF MATHEMATICS AND MECHANICS, 1966, 15 (05): : 777 - &
[2] Existence of optimal controls for stochastic Volterra equations
Cardenas, Andres
Pulido, Sergio
Serrano, Rafael
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2025, 31
[3] Singular optimal stochastic controls I: existence
Univ of British Columbia, Vancouver, Canada
SIAM J Control Optim, 3 (916-936):
[4] EXISTENCE OF OPTIMAL CONTROLS FOR STOCHASTIC JUMP PROCESSES
WAN, CB
DAVIS, MHA
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1979, 17 (04) : 511 - 524
[5] SINGULAR OPTIMAL STOCHASTIC CONTROLS .1. EXISTENCE
HAUSSMANN, UG
SUO, WL
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1995, 33 (03) : 916 - 936
[6] APPROXIMATIONS, EXISTENCE, AND NUMERICAL PROCEDURES FOR OPTIMAL STOCHASTIC CONTROLS
KUSHNER, HJ
YU, CF
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1974, 45 (03) : 563 - 587
[7] EXISTENCE OF OPTIMAL STOCHASTIC CONTROLS UNDER PARTIAL OBSERVATION
CHRISTOPEIT, N
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1980, 51 (02): : 201 - 213
[8] On the existence of optimal and ε-optimal feedback controls for stochastic second grade fluids
Cipriano, Fernanda
Pereira, Diogo
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 475 (02) : 1956 - 1977
[9] Existence of optimal and ε-optimal, controls for the stochastic Navier-Stokes equation
Lisei, H
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2002, 51 (01) : 95 - 118
[10] On the existence of optimal controls for backward stochastic partial differential equations
Meng, Qingxin
Shen, Yang
Shi, Peng
STATISTICS & PROBABILITY LETTERS, 2018, 137 : 113 - 123

← 1 2 3 4 5 →