✦ LIBER ✦

Optimal control problem for nonlinear stochastic difference second kind volterra equations

✍ Scribed by N. Kuchkina; L. Shaikhet

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 319 KB
Volume: 34
Category: Article
ISSN: 0898-1221
DOI: 10.1016/s0898-1221(97)00189-2

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✦ Synopsis

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 stochastic integral-functional equations analogous results were obtained in [7].

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