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A Connection between Singular Stochastic Control and Optimal Stopping

โœ Scribed by Fred Espen Benth; Kristin Reikvam


Book ID
105936714
Publisher
Springer
Year
2003
Tongue
English
Weight
225 KB
Volume
49
Category
Article
ISSN
0095-4616

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๐Ÿ“œ SIMILAR VOLUMES


Singular nonlinear Hโˆž optimal control pr
โœ W. C. A. Maas; A. J. Van Der Schaft ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 848 KB

The theory of nonlinear H , optimal control for affine nonlinear systems is extended to the more general context of singular H, optimal control of nonlinear systems using ideas from the linear H , theory. Our approach yields under certain assumptions a necessary and sufficient condition for solvabil