Title of article
Optimal control problem for nonlinear stochastic difference second kind volterra equations
Author/Authors
N. Kuchkina، نويسنده , , L. Shaikhet، نويسنده ,
Issue Information
هفته نامه با شماره پیاپی سال 1997
Pages
9
From page
65
To page
73
Abstract
The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see for example [1–6]). 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].
Keywords
Optimal control , Stochastic difference equations , Volterra difference equations
Journal title
Computers and Mathematics with Applications
Serial Year
1997
Journal title
Computers and Mathematics with Applications
Record number
918079
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