𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal control of Volterra type stochastic difference equations

✍ Scribed by N. Kuchkina; L. Shaikhet

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
333 KB
Volume
36
Category
Article
ISSN
0898-1221

No coin nor oath required. For personal study only.

✦ Synopsis

Many processes in automatic regulation, physics, etc. can be modelled by stochastic difference equations. One of the main problems of the theory of difference equations and their applications is connected with stability and optimal control . In this paper we discuss the optimal control of second-kind Volterra type stochastic difference equations. In for Volterra tYpe stochastic integral equations, analogous results were obtained.

πŸ“œ SIMILAR VOLUMES

Optimal control problem for nonlinear st
Optimal control problem for nonlinear stochastic difference second kind volterra equations
✍ N. Kuchkina; L. Shaikhet πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 319 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see for example [1][2][3][4][5][6]). In this paper, the necessary optimality condition for nonlinear stochastic difference second kind Volterra equation are constructed. For stoch

Periodic optimal control for parabolic V
Periodic optimal control for parabolic Volterra-Lotka type equations
✍ Feiyue He; Anthony Leung; Srdjan Stojanovic πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 670 KB

## Abstract This paper considers the optimal harvesting control of a biological species, whose growth is governed by the parabolic diffusive Volterra‐Lotka equation. We prove that such equation with __L__^∞^ periodic coefficients has an unique positive periodic solution. We show the existence and u

Linear square optimal control problem fo
Linear square optimal control problem for stochastic difference equations with unknown parameters
✍ R.P. Agarwal; L.E. Shaikhet πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 435 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see, for example, [l-3]). In this paper, the optimal control in final form is obtained for optimal control problem of stochastic linear difference equation with unknown parameters