Back to Search
Start Over
Optimal feedback control of stochastic McShane differential systems
- Source :
- Journal of Applied Probability. 11:302-309
- Publication Year :
- 1974
- Publisher :
- Cambridge University Press (CUP), 1974.
-
Abstract
- In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.
Details
- ISSN :
- 14756072 and 00219002
- Volume :
- 11
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Probability
- Accession number :
- edsair.doi.dedup.....72c0ae7c1c6ff9d11ea3f3ff1d8802e8