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Existence of optimal controls for partially observed linear diffusions

✍ Scribed by N Christopeit; K Helmes

Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
432 KB
Volume
3
Category
Article
ISSN
0167-6911

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πŸ“œ SIMILAR VOLUMES

Existence of optimal control for non-lin
Existence of optimal control for non-linear systems with an implicit derivative
✍ J. P. Dauer; K. Balachandran πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 335 KB

## Abstract The existence of an optimal control for non‐linear systems having an implicit derivative with quadratic performance is proved. The results are established through the notions of condensing map and measure of non‐compactness of a set and using a fixed point theorem due to Sadovskii.